-57.6%
FISV vs JHX
-4.5%
-53.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.0% | +4.4% | +5.3% |
| 7D | -2.7% | -6.3% | +3.6% | -1.9% |
| 30D | 0.0% | -7.7% | +7.8% | +1.1% |
| 3M | -2.8% | +19.2% | -22.0% | -5.1% |
| 6M | -11.8% | +38.3% | -50.1% | -16.1% |
| YTD | -23.2% | +37.2% | -60.4% | -27.0% |
| 1Y | -62.0% | +42.3% | -104.3% | -63.8% |
| 3Y | -57.6% | -4.4% | -53.2% | -60.1% |
| All | -57.6% | -4.5% | -53.1% | -60.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling