-79.9%
FIG vs JHX
+7.4%
-87.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.0% | +3.8% | +4.8% |
| 7D | -3.8% | -6.3% | +2.5% | -4.2% |
| 30D | -2.3% | -7.7% | +5.4% | -2.7% |
| 3M | +20.0% | +19.2% | +0.8% | +21.3% |
| 6M | -16.7% | +38.3% | -54.9% | -15.1% |
| YTD | -37.9% | +37.2% | -75.1% | -36.6% |
| 1Y | -58.5% | +42.3% | -100.8% | -57.5% |
| All | -79.9% | +7.4% | -87.3% | -80.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling