-27.1%
JHX vs USFD
+189.4%
-216.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.1% | -1.9% |
| 7D | -4.9% | -8.0% | +3.1% | -1.3% |
| 30D | -9.3% | -13.1% | +3.8% | -3.6% |
| 3M | +28.1% | +6.5% | +21.6% | +24.0% |
| 6M | +35.2% | +5.7% | +29.5% | +31.2% |
| YTD | +35.9% | +27.5% | +8.3% | +20.2% |
| 1Y | +42.5% | +23.4% | +19.1% | +27.7% |
| 3Y | -4.5% | +146.4% | -150.9% | -39.4% |
| 5Y | -27.1% | +196.8% | -223.9% | -59.7% |
| All | -27.1% | +189.4% | -216.5% | -59.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling