+209.3%
FXI vs JHX
+946.6%
-737.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.1% |
| 7D | -3.9% | -6.3% | +2.4% | -2.0% |
| 30D | -2.1% | -7.7% | +5.6% | +0.1% |
| 3M | -0.5% | +19.2% | -19.6% | -6.2% |
| 6M | -4.5% | +38.3% | -42.8% | -15.0% |
| YTD | -9.2% | +37.2% | -46.5% | -19.4% |
| 1Y | -13.8% | +42.3% | -56.1% | -25.0% |
| 3Y | +36.6% | -4.4% | +41.0% | +22.9% |
| 5Y | -6.7% | -26.4% | +19.7% | -11.4% |
| 10Y | +14.8% | +106.3% | -91.4% | -29.5% |
| All | +209.3% | +946.6% | -737.2% | -11.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling