+101.6%
JHX vs EFV
+169.9%
-68.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | -0.3% |
| 7D | -6.3% | -0.8% | -5.5% | -5.4% |
| 30D | -7.7% | +0.6% | -8.4% | -8.3% |
| 3M | +19.2% | +7.5% | +11.6% | +9.2% |
| 6M | +38.3% | +13.0% | +25.2% | +20.7% |
| YTD | +37.2% | +18.3% | +18.9% | +13.4% |
| 1Y | +42.3% | +26.7% | +15.5% | +8.2% |
| 3Y | -4.4% | +89.6% | -94.0% | -54.5% |
| 5Y | -26.4% | +98.2% | -124.6% | -66.7% |
| All | +101.6% | +169.9% | -68.3% | -37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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