+3.0%
JHX vs FGI
-8.0%
+10.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +7.5% | -5.0% | +2.5% |
| 7D | +1.5% | +0.5% | +1.0% | +1.5% |
| 30D | +7.2% | +65.4% | -58.2% | +6.8% |
| 3M | +29.9% | +23.5% | +6.4% | +29.6% |
| 6M | +35.4% | +60.5% | -25.2% | +35.0% |
| YTD | +46.5% | +30.0% | +16.5% | +46.0% |
| 1Y | +55.5% | +82.1% | -26.5% | +57.1% |
| All | +3.0% | -8.0% | +10.9% | +7.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling