-13.0%
JHX vs FGI
-69.1%
+56.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.4% | -5.6% | -3.2% |
| 7D | +1.6% | +14.7% | -13.1% | +1.4% |
| 30D | -5.0% | +67.0% | -71.9% | -6.0% |
| 3M | +24.5% | +31.0% | -6.6% | +23.3% |
| 6M | +34.9% | +126.8% | -91.9% | +32.2% |
| YTD | +39.3% | +35.6% | +3.7% | +37.2% |
| 1Y | +48.6% | +108.9% | -60.4% | +45.4% |
| 3Y | -2.0% | -0.3% | -1.8% | -2.9% |
| All | -13.0% | -69.1% | +56.1% | -10.3% |
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