+254.9%
FIS vs JHX
+2,220.4%
-1,965.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.5% | +3.7% | +1.7% |
| 7D | -8.9% | -4.9% | -4.0% | -7.9% |
| 30D | -9.9% | -9.3% | -0.6% | -8.1% |
| 3M | 0.0% | +28.1% | -28.1% | -5.6% |
| 6M | -22.9% | +35.2% | -58.1% | -28.8% |
| YTD | -40.9% | +35.9% | -76.7% | -45.7% |
| 1Y | -40.4% | +42.5% | -83.0% | -46.1% |
| 3Y | -25.4% | -4.5% | -20.9% | -30.5% |
| 5Y | -64.8% | -27.1% | -37.7% | -65.9% |
| 10Y | -40.2% | +104.2% | -144.4% | -55.6% |
| All | +254.9% | +2,220.4% | -1,965.6% | +70.3% |
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