+42.3%
JHX vs UDR
-3.8%
+46.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | -6.3% | -3.5% | -2.9% | -4.5% |
| 30D | -7.7% | -5.3% | -2.4% | -5.0% |
| 3M | +19.2% | -9.5% | +28.7% | +25.3% |
| 6M | +38.3% | -0.7% | +38.9% | +37.3% |
| YTD | +37.2% | -1.2% | +38.4% | +36.6% |
| 1Y | +42.3% | -5.7% | +48.0% | +50.1% |
| All | +42.3% | -3.8% | +46.0% | +50.1% |
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