-27.2%
JHX vs USFR
+20.6%
-47.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.2% |
| 7D | -6.3% | +0.1% | -6.5% | -5.9% |
| 30D | -7.7% | +0.4% | -8.1% | -6.8% |
| 3M | +19.2% | +1.0% | +18.1% | +22.8% |
| 6M | +38.3% | +2.0% | +36.3% | +45.6% |
| YTD | +37.2% | +2.8% | +34.4% | +46.3% |
| 1Y | +42.3% | +4.1% | +38.2% | +54.6% |
| 3Y | -4.4% | +14.1% | -18.5% | +16.0% |
| All | -27.2% | +20.6% | -47.8% | +1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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