-10.5%
FXI vs JHX
+44.7%
-55.2%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +8.3% | -4.1% | +3.2% |
| 7D | +6.6% | +13.3% | -6.7% | +5.0% |
| 30D | +2.2% | +17.1% | -15.0% | +0.3% |
| 3M | -4.7% | +4.1% | -8.8% | -5.4% |
| 6M | -4.7% | +48.5% | -53.1% | -9.3% |
| YTD | -9.0% | +42.3% | -51.2% | -12.9% |
| 1Y | -10.5% | +47.4% | -57.9% | -14.4% |
| All | -10.5% | +44.7% | -55.2% | -14.4% |
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