+101.6%
JHX vs EFX
+42.6%
+59.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.7% |
| 7D | -6.3% | -4.5% | -1.8% | -4.3% |
| 30D | -7.7% | -6.1% | -1.7% | -5.4% |
| 3M | +19.2% | +6.2% | +13.0% | +14.6% |
| 6M | +38.3% | -11.2% | +49.5% | +43.6% |
| YTD | +37.2% | -21.4% | +58.6% | +49.2% |
| 1Y | +42.3% | -34.3% | +76.6% | +68.3% |
| 3Y | -4.4% | -12.5% | +8.1% | -4.6% |
| 5Y | -26.4% | -35.6% | +9.2% | -17.5% |
| All | +101.6% | +42.6% | +59.1% | +60.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling