+6,577.3%
FIX vs JHX
+106.3%
+6,471.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.0% | +5.3% | +5.9% |
| 7D | +5.0% | -6.3% | +11.3% | +7.3% |
| 30D | -2.7% | -7.7% | +5.0% | -0.1% |
| 3M | -8.2% | +19.2% | -27.4% | -14.2% |
| 6M | +20.3% | +38.3% | -18.0% | +6.2% |
| YTD | +81.4% | +37.2% | +44.2% | +60.4% |
| 1Y | +121.5% | +42.3% | +79.2% | +92.1% |
| 3Y | +807.4% | -4.4% | +811.8% | +721.0% |
| 5Y | +2,306.7% | -26.4% | +2,333.1% | +2,237.7% |
| All | +6,577.3% | +106.3% | +6,471.1% | +3,976.0% |
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