+177.2%
FDX vs JHX
+106.3%
+70.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.2% |
| 7D | -3.3% | -6.3% | +3.1% | -1.6% |
| 30D | -4.5% | -7.7% | +3.2% | -2.6% |
| 3M | -7.3% | +19.2% | -26.5% | -12.0% |
| 6M | +7.5% | +38.3% | -30.7% | -2.3% |
| YTD | +35.1% | +37.2% | -2.1% | +22.6% |
| 1Y | +71.4% | +42.3% | +29.1% | +53.1% |
| 3Y | +60.8% | -4.4% | +65.2% | +46.2% |
| 5Y | +65.5% | -26.4% | +91.9% | +58.7% |
| All | +177.2% | +106.3% | +70.9% | +82.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling