+1,027.6%
FIX vs JHX
-31.7%
+1,059.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.6% |
| 7D | +9.4% | -0.2% | +9.6% | +9.5% |
| 30D | -27.8% | +13.1% | -40.9% | -30.7% |
| 3M | -35.6% | -10.0% | -25.5% | -34.1% |
| 6M | -45.2% | +38.9% | -84.2% | -51.0% |
| YTD | +19.5% | +34.0% | -14.5% | +7.6% |
| 1Y | +24.2% | +66.0% | -41.7% | +5.6% |
| 3Y | +494.2% | -6.2% | +500.4% | +443.7% |
| All | +1,027.6% | -31.7% | +1,059.2% | +1,057.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling