+3,281.3%
FICO vs JHX
+2,188.3%
+1,092.9%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.1% |
| 7D | +2.2% | -0.2% | +2.4% | +2.2% |
| 30D | +0.1% | +13.1% | -13.0% | -3.6% |
| 3M | -35.2% | -10.0% | -25.2% | -33.5% |
| 6M | -32.4% | +38.9% | -71.3% | -39.4% |
| YTD | -57.4% | +34.0% | -91.4% | -62.0% |
| 1Y | -58.5% | +66.0% | -124.5% | -65.3% |
| 3Y | -28.9% | -6.2% | -22.6% | -34.6% |
| 5Y | +91.7% | -31.6% | +123.3% | +87.7% |
| 10Y | +531.9% | +116.6% | +415.3% | +327.8% |
| All | +3,281.3% | +2,188.3% | +1,092.9% | +1,347.7% |
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