+55.5%
JHX vs EFX
-25.2%
+80.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -6.4% | +8.9% | +4.2% |
| 7D | +1.5% | -8.6% | +10.2% | +3.8% |
| 30D | +7.2% | +0.1% | +7.0% | +6.9% |
| 3M | +29.9% | +3.8% | +26.1% | +27.7% |
| 6M | +35.4% | -13.5% | +48.9% | +38.2% |
| YTD | +46.5% | -17.7% | +64.1% | +53.3% |
| 1Y | +55.5% | -25.6% | +81.1% | +63.8% |
| All | +55.5% | -25.2% | +80.8% | +63.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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