-2.0%
FISV vs JHX
+53.7%
-55.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.9% | +4.0% | +1.5% |
| 7D | +29.4% | +6.4% | +23.0% | +28.3% |
| 30D | +38.0% | +12.3% | +25.7% | +35.9% |
| 3M | +15.9% | +1.1% | +14.9% | +15.7% |
| 6M | +9.5% | +42.2% | -32.7% | +5.3% |
| YTD | -6.6% | +38.1% | -44.7% | -11.3% |
| 1Y | -2.0% | +54.9% | -56.9% | -8.7% |
| All | -2.0% | +53.7% | -55.6% | -8.7% |
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