+114.0%
JHX vs USFD
+347.2%
-233.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | -0.2% | +1.7% | -1.8% | -0.7% |
| 30D | +13.1% | +10.2% | +2.9% | +9.5% |
| 3M | -10.0% | -1.5% | -8.5% | -9.5% |
| 6M | +38.9% | +27.3% | +11.6% | +27.4% |
| YTD | +34.0% | +44.0% | -10.0% | +17.1% |
| 1Y | +66.0% | +50.4% | +15.6% | +42.7% |
| 3Y | -6.2% | +153.6% | -159.8% | -33.4% |
| 5Y | -31.6% | +219.0% | -250.6% | -55.8% |
| 10Y | +116.6% | +361.5% | -244.9% | +11.9% |
| All | +114.0% | +347.2% | -233.2% | +12.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling