+113.0%
FICO vs JHX
-24.7%
+137.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -3.2% | +8.5% | +6.1% |
| 7D | -10.6% | +1.6% | -12.2% | -11.1% |
| 30D | -6.3% | -5.0% | -1.3% | -5.4% |
| 3M | -19.7% | +24.5% | -44.2% | -24.6% |
| 6M | -31.8% | +34.9% | -66.7% | -37.7% |
| YTD | -41.8% | +39.3% | -81.2% | -47.7% |
| 1Y | -36.4% | +48.6% | -85.0% | -44.1% |
| 3Y | +9.3% | -2.0% | +11.3% | -1.8% |
| 5Y | +113.0% | -24.4% | +137.4% | +86.2% |
| All | +113.0% | -24.7% | +137.7% | +86.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling