-40.6%
FIS vs JHX
+106.3%
-146.8%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.1% |
| 7D | -7.9% | -6.3% | -1.6% | -6.4% |
| 30D | -8.0% | -7.7% | -0.2% | -6.2% |
| 3M | +0.6% | +19.2% | -18.6% | -4.1% |
| 6M | -22.2% | +38.3% | -60.5% | -29.5% |
| YTD | -40.8% | +37.2% | -78.0% | -46.5% |
| 1Y | -41.5% | +42.3% | -83.8% | -48.0% |
| 3Y | -25.5% | -4.4% | -21.1% | -32.3% |
| 5Y | -64.8% | -26.4% | -38.4% | -66.3% |
| All | -40.6% | +106.3% | -146.8% | -62.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling