+2,220.4%
JHX vs EFX
+805.1%
+1,415.3%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | -4.9% | -11.1% | +6.3% | +0.2% |
| 30D | -9.3% | -7.4% | -1.9% | -6.4% |
| 3M | +28.1% | +1.5% | +26.6% | +25.6% |
| 6M | +35.2% | -13.7% | +48.9% | +42.2% |
| YTD | +35.9% | -21.9% | +57.7% | +47.7% |
| 1Y | +42.5% | -30.8% | +73.3% | +63.3% |
| 3Y | -4.5% | -12.4% | +7.9% | -4.2% |
| 5Y | -27.1% | -35.9% | +8.8% | -17.6% |
| 10Y | +104.2% | +41.0% | +63.2% | +54.2% |
| All | +2,220.4% | +805.1% | +1,415.3% | +728.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling