+47.4%
JHX vs UDR
+14.9%
+32.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.6% | +4.7% | +6.0% |
| 7D | +13.3% | +7.2% | +6.0% | +8.8% |
| 30D | +17.1% | +10.5% | +6.7% | +10.6% |
| 3M | +4.1% | -2.3% | +6.4% | +4.7% |
| 6M | +48.5% | +4.0% | +44.5% | +43.5% |
| YTD | +42.3% | +5.6% | +36.7% | +36.0% |
| 1Y | +47.4% | +13.0% | +34.3% | +31.5% |
| All | +47.4% | +14.9% | +32.5% | +31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR 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 1y: compounded portfolio wealth divided by compounded UDR 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…
1y analysis · Full analysis span regression · 6 months rolling