+2,188.3%
JHX vs EXPD
+2,110.2%
+78.1%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | -0.2% | +5.5% | -5.7% | -2.2% |
| 30D | +13.1% | -0.8% | +13.9% | +13.3% |
| 3M | -10.0% | +4.1% | -14.1% | -11.6% |
| 6M | +38.9% | +25.7% | +13.3% | +26.9% |
| YTD | +34.0% | +31.4% | +2.6% | +18.9% |
| 1Y | +66.0% | +42.2% | +23.8% | +42.9% |
| 3Y | -6.2% | +77.2% | -83.4% | -26.6% |
| 5Y | -31.6% | +61.0% | -92.6% | -45.3% |
| 10Y | +116.6% | +334.8% | -218.2% | +20.8% |
| All | +2,188.3% | +2,110.2% | +78.1% | +1,048.2% |
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