-26.3%
JHX vs EXPD
+62.8%
-89.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.9% | -5.0% | -3.3% |
| 7D | -3.7% | -1.6% | -2.1% | -3.1% |
| 30D | +14.8% | +0.6% | +14.2% | +14.3% |
| 3M | -8.5% | +9.8% | -18.3% | -12.2% |
| 6M | +39.2% | +25.8% | +13.5% | +26.1% |
| YTD | +37.0% | +31.3% | +5.8% | +20.2% |
| 1Y | +66.6% | +40.9% | +25.7% | +41.4% |
| 3Y | -2.7% | +74.7% | -77.5% | -27.1% |
| 5Y | -26.3% | +62.9% | -89.1% | -44.5% |
| All | -26.3% | +62.8% | -89.1% | -44.5% |
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