+131.2%
FITB vs JHX
-4.5%
+135.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.3% |
| 7D | -0.3% | -6.3% | +6.0% | +0.9% |
| 30D | -5.7% | -7.7% | +2.1% | -4.3% |
| 3M | +3.2% | +19.2% | -16.0% | -0.6% |
| 6M | +23.4% | +38.3% | -14.9% | +14.8% |
| YTD | +18.8% | +37.2% | -18.4% | +10.5% |
| 1Y | +25.0% | +42.3% | -17.3% | +15.2% |
| 3Y | +131.2% | -4.4% | +135.6% | +118.9% |
| All | +131.2% | -4.5% | +135.7% | +118.9% |
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