-51.1%
FIS vs JHX
+44.7%
-95.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +8.3% | -32.0% | -23.1% |
| 7D | -18.4% | +13.3% | -31.7% | -17.9% |
| 30D | -11.4% | +17.1% | -28.5% | -10.8% |
| 3M | -32.0% | +4.1% | -36.1% | -31.5% |
| 6M | -35.6% | +48.5% | -84.1% | -34.0% |
| YTD | -53.8% | +42.3% | -96.1% | -52.9% |
| 1Y | -51.1% | +47.4% | -98.5% | -50.2% |
| All | -51.1% | +44.7% | -95.8% | -50.2% |
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 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