-80.8%
FIG vs JHX
+6.4%
-87.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | +0.5% |
| 7D | -12.2% | -4.9% | -7.4% | -12.4% |
| 30D | -11.0% | -9.3% | -1.7% | -11.4% |
| 3M | +11.9% | +28.1% | -16.2% | +13.5% |
| 6M | -21.9% | +35.2% | -57.1% | -20.5% |
| YTD | -40.8% | +35.9% | -76.6% | -39.6% |
| 1Y | -56.6% | +42.5% | -99.2% | -55.4% |
| All | -80.8% | +6.4% | -87.2% | -81.0% |
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 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