+2,240.2%
JHX vs EXPD
+2,107.9%
+132.3%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.9% | -5.0% | -3.2% |
| 7D | -3.7% | -1.6% | -2.1% | -3.1% |
| 30D | +14.8% | +0.6% | +14.2% | +14.4% |
| 3M | -8.5% | +9.8% | -18.3% | -11.9% |
| 6M | +39.2% | +25.8% | +13.5% | +27.2% |
| YTD | +37.0% | +31.3% | +5.8% | +21.7% |
| 1Y | +66.6% | +40.9% | +25.7% | +44.0% |
| 3Y | -2.7% | +74.7% | -77.5% | -23.4% |
| 5Y | -26.3% | +62.9% | -89.1% | -41.3% |
| 10Y | +121.5% | +334.3% | -212.8% | +23.6% |
| All | +2,240.2% | +2,107.9% | +132.3% | +1,074.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling