+1,177.5%
FDX vs JHX
+2,357.9%
-1,180.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.7% | -0.9% | -2.2% |
| 7D | -3.3% | +4.5% | -7.8% | -4.3% |
| 30D | -1.4% | -1.2% | -0.2% | -1.2% |
| 3M | -4.5% | +32.8% | -37.3% | -11.2% |
| 6M | +9.4% | +41.2% | -31.8% | -0.3% |
| YTD | +36.0% | +43.9% | -7.9% | +23.1% |
| 1Y | +75.5% | +48.0% | +27.5% | +56.8% |
| 3Y | +62.8% | +1.2% | +61.6% | +49.0% |
| 5Y | +64.4% | -22.6% | +87.0% | +57.4% |
| 10Y | +175.5% | +111.5% | +64.0% | +96.4% |
| All | +1,177.5% | +2,357.9% | -1,180.4% | +473.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling