+99.6%
JHX vs EXPD
+324.8%
-225.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -2.8% |
| 7D | -4.9% | +1.2% | -6.0% | -5.4% |
| 30D | -9.3% | +6.8% | -16.1% | -12.3% |
| 3M | +28.1% | +14.9% | +13.1% | +19.2% |
| 6M | +35.2% | +34.6% | +0.6% | +15.7% |
| YTD | +35.9% | +27.7% | +8.1% | +17.8% |
| 1Y | +42.5% | +57.7% | -15.1% | +9.5% |
| 3Y | -4.5% | +70.9% | -75.4% | -30.7% |
| 5Y | -27.1% | +59.5% | -86.6% | -46.5% |
| All | +99.6% | +324.8% | -225.1% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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