-10.2%
JHX vs FGI
-69.8%
+59.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.6% | -1.8% |
| 7D | +4.5% | +5.2% | -0.6% | +4.5% |
| 30D | -1.2% | +65.2% | -66.4% | -2.3% |
| 3M | +32.8% | +30.2% | +2.6% | +31.6% |
| 6M | +41.2% | +87.8% | -46.6% | +38.6% |
| YTD | +43.9% | +32.5% | +11.4% | +41.7% |
| 1Y | +48.0% | +93.6% | -45.5% | +45.1% |
| 3Y | +1.2% | -2.6% | +3.8% | +0.3% |
| All | -10.2% | -69.8% | +59.6% | -7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling