+60.3%
FCX vs JHX
+44.7%
+15.6%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +8.3% | -6.9% | -2.1% |
| 7D | -6.0% | +13.3% | -19.3% | -11.0% |
| 30D | -13.6% | +17.1% | -30.7% | -19.6% |
| 3M | -6.8% | +4.1% | -10.9% | -8.9% |
| 6M | +13.2% | +48.5% | -35.3% | -8.3% |
| YTD | +24.4% | +42.3% | -17.9% | +3.8% |
| 1Y | +60.3% | +47.4% | +12.9% | +31.7% |
| All | +60.3% | +44.7% | +15.6% | +31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JHX.
Daily Out/Under-Performance
Portfolio return minus JHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JHX 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 1y: compounded portfolio wealth divided by compounded JHX 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…
1y analysis · Full analysis span regression · 6 months rolling