-2.9%
JHX vs USFD
+149.2%
-152.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.5% | +2.3% | -1.0% |
| 7D | +1.6% | -7.0% | +8.6% | +4.6% |
| 30D | -5.0% | -10.3% | +5.3% | -0.8% |
| 3M | +24.5% | +9.2% | +15.3% | +19.5% |
| 6M | +34.9% | +7.4% | +27.5% | +30.4% |
| YTD | +39.3% | +29.4% | +9.9% | +23.5% |
| 1Y | +48.6% | +24.8% | +23.7% | +33.7% |
| All | -2.9% | +149.2% | -152.1% | -36.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling