+1,311.2%
FERG vs JHX
+425.2%
+885.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.6% |
| 7D | -2.6% | -6.3% | +3.7% | -1.7% |
| 30D | -8.9% | -7.7% | -1.2% | -7.9% |
| 3M | -2.0% | +19.2% | -21.2% | -4.6% |
| 6M | -3.2% | +38.3% | -41.5% | -7.9% |
| YTD | +1.5% | +37.2% | -35.7% | -3.3% |
| 1Y | +0.5% | +42.3% | -41.8% | -5.0% |
| 3Y | +50.4% | -4.4% | +54.8% | +45.5% |
| 5Y | +68.7% | -26.4% | +95.1% | +63.9% |
| 10Y | +351.3% | +106.3% | +245.1% | +303.6% |
| All | +1,311.2% | +425.2% | +885.9% | +1,212.2% |
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 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