-24.8%
FIS vs JHX
+39.5%
-64.3%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.2% | -0.2% | -3.4% |
| 7D | -9.1% | +1.6% | -10.7% | -9.0% |
| 30D | -10.4% | -5.0% | -5.4% | -10.4% |
| 3M | -3.7% | +24.5% | -28.1% | -2.7% |
| 6M | -24.8% | +34.9% | -59.7% | -23.8% |
| All | -24.8% | +39.5% | -64.3% | -23.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling