+48.6%
JHX vs FGI
+93.3%
-44.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.4% | -5.6% | -3.2% |
| 7D | +1.6% | +14.7% | -13.1% | +1.5% |
| 30D | -5.0% | +67.0% | -71.9% | -5.4% |
| 3M | +24.5% | +31.0% | -6.6% | +24.0% |
| 6M | +34.9% | +126.8% | -91.9% | +34.1% |
| YTD | +39.3% | +35.6% | +3.7% | +38.5% |
| 1Y | +48.6% | +108.9% | -60.4% | +51.6% |
| All | +48.6% | +93.3% | -44.7% | +51.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling