-2.3%
FERG vs JHX
+56.2%
-58.5%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.6% | -0.2% | +1.5% |
| 7D | 0.0% | +1.5% | -1.6% | -0.5% |
| 30D | -10.2% | +7.2% | -17.3% | -12.4% |
| 3M | -0.6% | +29.9% | -30.5% | -9.2% |
| 6M | -6.5% | +35.4% | -41.9% | -16.7% |
| YTD | +4.2% | +46.5% | -42.3% | -8.3% |
| 1Y | -2.3% | +55.5% | -57.8% | -15.2% |
| All | -2.3% | +56.2% | -58.5% | -15.2% |
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