+101.6%
JHX vs USFD
+307.1%
-205.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.3% |
| 7D | -6.3% | -8.4% | +2.0% | -3.4% |
| 30D | -7.7% | -14.1% | +6.3% | -2.7% |
| 3M | +19.2% | +4.5% | +14.7% | +17.0% |
| 6M | +38.3% | +4.4% | +33.9% | +35.8% |
| YTD | +37.2% | +26.6% | +10.6% | +25.3% |
| 1Y | +42.3% | +19.4% | +22.9% | +32.4% |
| 3Y | -4.4% | +144.6% | -149.0% | -31.5% |
| 5Y | -26.4% | +194.5% | -220.9% | -51.3% |
| All | +101.6% | +307.1% | -205.5% | +6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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