-16.4%
JHX vs FGI
-74.8%
+58.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -25.2% | +26.0% | +1.1% |
| 7D | -0.2% | -14.4% | +14.2% | -0.1% |
| 30D | +13.1% | -11.8% | +24.9% | +13.1% |
| 3M | -10.0% | -46.2% | +36.2% | -9.7% |
| 6M | +38.9% | +5.2% | +33.8% | +37.7% |
| YTD | +34.0% | +10.5% | +23.4% | +32.0% |
| 1Y | +66.0% | +25.5% | +40.5% | +63.2% |
| 3Y | -6.2% | -16.0% | +9.8% | -7.2% |
| All | -16.4% | -74.8% | +58.4% | -13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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