+284.0%
FITB vs JHX
+106.3%
+177.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.2% |
| 7D | -0.3% | -6.3% | +6.0% | +2.0% |
| 30D | -5.7% | -7.7% | +2.1% | -3.2% |
| 3M | +3.2% | +19.2% | -16.0% | -3.8% |
| 6M | +23.4% | +38.3% | -14.9% | +7.8% |
| YTD | +18.8% | +37.2% | -18.4% | +3.5% |
| 1Y | +25.0% | +42.3% | -17.3% | +6.6% |
| 3Y | +131.2% | -4.4% | +135.6% | +103.8% |
| 5Y | +70.7% | -26.4% | +97.1% | +63.8% |
| All | +284.0% | +106.3% | +177.8% | +119.3% |
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 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