-58.5%
FICO vs JHX
+64.1%
-122.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.3% |
| 7D | +2.2% | -0.2% | +2.4% | +2.2% |
| 30D | +0.1% | +13.1% | -13.0% | -1.3% |
| 3M | -35.2% | -10.0% | -25.2% | -35.1% |
| 6M | -32.4% | +38.9% | -71.3% | -35.4% |
| YTD | -57.4% | +34.0% | -91.4% | -60.7% |
| 1Y | -58.5% | +66.0% | -124.5% | -64.0% |
| All | -58.5% | +64.1% | -122.7% | -64.0% |
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 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