-56.4%
FICO vs JHX
+44.7%
-101.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +8.3% | -11.5% | -3.9% |
| 7D | +0.4% | +13.3% | -12.9% | -0.7% |
| 30D | +1.7% | +17.1% | -15.5% | +0.3% |
| 3M | -33.0% | +4.1% | -37.1% | -33.7% |
| 6M | -33.9% | +48.5% | -82.4% | -36.4% |
| YTD | -58.5% | +42.3% | -100.8% | -60.4% |
| 1Y | -56.4% | +47.4% | -103.7% | -58.3% |
| All | -56.4% | +44.7% | -101.1% | -58.3% |
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