+42.3%
JHX vs USFD
+22.2%
+20.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +16.8% |
| 6M | +38.3% | +4.4% | +33.9% | +35.6% |
| YTD | +37.2% | +26.6% | +10.6% | +24.9% |
| 1Y | +42.3% | +19.4% | +22.9% | +37.9% |
| All | +42.3% | +22.2% | +20.0% | +37.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling