+629.5%
FICO vs JHX
+104.2%
+525.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.5% | +0.2% | -1.5% |
| 7D | -14.1% | -4.9% | -9.3% | -12.9% |
| 30D | -7.5% | -9.3% | +1.8% | -4.7% |
| 3M | -21.3% | +28.1% | -49.3% | -28.6% |
| 6M | -25.2% | +35.2% | -60.5% | -34.5% |
| YTD | -43.2% | +35.9% | -79.0% | -50.6% |
| 1Y | -37.2% | +42.5% | -79.7% | -46.9% |
| 3Y | +6.8% | -4.5% | +11.2% | -6.6% |
| 5Y | +112.8% | -27.1% | +139.9% | +100.7% |
| All | +629.5% | +104.2% | +525.3% | +288.0% |
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