+101.6%
JHX vs UDR
+47.2%
+54.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | -6.3% | -3.5% | -2.9% | -4.4% |
| 30D | -7.7% | -5.3% | -2.4% | -4.8% |
| 3M | +19.2% | -9.5% | +28.7% | +26.0% |
| 6M | +38.3% | -0.7% | +38.9% | +38.2% |
| YTD | +37.2% | -1.2% | +38.4% | +37.4% |
| 1Y | +42.3% | -5.7% | +48.0% | +46.3% |
| 3Y | -4.4% | +3.7% | -8.1% | -8.3% |
| 5Y | -26.4% | -18.9% | -7.4% | -20.1% |
| All | +101.6% | +47.2% | +54.4% | +68.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling