+351.3%
FERG vs JHX
+106.3%
+245.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.5% |
| 7D | -2.6% | -6.3% | +3.7% | -1.2% |
| 30D | -8.9% | -7.7% | -1.2% | -7.4% |
| 3M | -2.0% | +19.2% | -21.2% | -5.8% |
| 6M | -3.2% | +38.3% | -41.5% | -10.2% |
| YTD | +1.5% | +37.2% | -35.7% | -5.6% |
| 1Y | +0.5% | +42.3% | -41.8% | -7.6% |
| 3Y | +50.4% | -4.4% | +54.8% | +42.4% |
| 5Y | +68.7% | -26.4% | +95.1% | +61.6% |
| All | +351.3% | +106.3% | +245.1% | +262.5% |
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 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