+134.0%
JHX vs USFD
+329.0%
-195.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +2.9% | +2.7% |
| 7D | +1.5% | -3.0% | +4.5% | +2.6% |
| 30D | +7.2% | +3.5% | +3.6% | +5.7% |
| 3M | +29.9% | +26.6% | +3.4% | +19.2% |
| 6M | +35.4% | +11.7% | +23.7% | +29.9% |
| YTD | +46.5% | +38.1% | +8.3% | +29.8% |
| 1Y | +55.5% | +33.4% | +22.1% | +39.3% |
| 3Y | -0.4% | +155.8% | -156.2% | -29.6% |
| 5Y | -23.3% | +214.0% | -237.3% | -50.4% |
| 10Y | +111.1% | +320.4% | -209.2% | +11.3% |
| All | +134.0% | +329.0% | -195.0% | +24.5% |
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