+113.4%
JHX vs FTV
+87.0%
+26.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -1.9% | -2.4% |
| 7D | +1.6% | -1.3% | +2.9% | +2.5% |
| 30D | -5.0% | -9.5% | +4.5% | +1.4% |
| 3M | +24.5% | -10.9% | +35.4% | +33.8% |
| 6M | +34.9% | -0.6% | +35.5% | +35.2% |
| YTD | +39.3% | +1.4% | +37.9% | +36.1% |
| 1Y | +48.6% | +17.6% | +30.9% | +31.1% |
| 3Y | -2.0% | -3.3% | +1.2% | -2.8% |
| 5Y | -24.4% | -0.1% | -24.2% | -27.4% |
| 10Y | +109.4% | +82.5% | +27.0% | +41.8% |
| All | +113.4% | +87.0% | +26.4% | +43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FTV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling