+14.4%
FIX vs JHX
+44.7%
-30.3%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +8.3% | -23.4% | -17.1% |
| 7D | -18.9% | +13.3% | -32.2% | -22.1% |
| 30D | -36.3% | +17.1% | -53.4% | -39.6% |
| 3M | -38.5% | +4.1% | -42.6% | -39.5% |
| 6M | -42.3% | +48.5% | -90.8% | -51.2% |
| YTD | +17.1% | +42.3% | -25.2% | +1.4% |
| 1Y | +14.4% | +47.4% | -33.0% | -2.1% |
| All | +14.4% | +44.7% | -30.3% | -2.1% |
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 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