-4.4%
JHX vs EFX
-12.2%
+7.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.8% |
| 7D | -6.3% | -4.5% | -1.8% | -4.6% |
| 30D | -7.7% | -6.1% | -1.7% | -5.7% |
| 3M | +19.2% | +6.2% | +13.0% | +15.0% |
| 6M | +38.3% | -11.2% | +49.5% | +43.1% |
| YTD | +37.2% | -21.4% | +58.6% | +48.6% |
| 1Y | +42.3% | -34.3% | +76.6% | +67.3% |
| 3Y | -4.4% | -12.5% | +8.1% | -5.2% |
| All | -4.4% | -12.2% | +7.8% | -5.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling