-24.4%
JHX vs EXPD
+61.0%
-85.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.3% | -4.4% | -3.7% |
| 7D | +1.6% | +1.2% | +0.4% | +1.1% |
| 30D | -5.0% | +5.2% | -10.2% | -7.0% |
| 3M | +24.5% | +13.2% | +11.2% | +18.1% |
| 6M | +34.9% | +30.3% | +4.6% | +20.3% |
| YTD | +39.3% | +27.0% | +12.3% | +24.2% |
| 1Y | +48.6% | +57.3% | -8.7% | +19.1% |
| 3Y | -2.0% | +70.0% | -72.0% | -25.3% |
| 5Y | -24.4% | +61.6% | -86.0% | -42.9% |
| All | -24.4% | +61.0% | -85.4% | -42.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling