-55.8%
FIG vs JHX
+56.2%
-112.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.6% | -6.9% | -4.4% |
| 7D | -16.3% | +1.5% | -17.8% | -16.3% |
| 30D | -14.3% | +7.2% | -21.5% | -14.5% |
| 3M | +7.2% | +29.9% | -22.8% | +5.9% |
| 6M | -18.6% | +35.4% | -54.0% | -18.7% |
| YTD | -35.5% | +46.5% | -81.9% | -38.0% |
| 1Y | -55.8% | +55.5% | -111.3% | -56.8% |
| All | -55.8% | +56.2% | -112.0% | -56.8% |
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