+42.3%
JHX vs UL
-9.2%
+51.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.7% |
| 7D | -6.3% | -3.4% | -2.9% | -5.0% |
| 30D | -7.7% | +0.5% | -8.2% | -7.9% |
| 3M | +19.2% | +7.2% | +11.9% | +15.0% |
| 6M | +38.3% | -3.1% | +41.3% | +38.1% |
| YTD | +37.2% | -2.7% | +39.9% | +38.1% |
| 1Y | +42.3% | -10.2% | +52.5% | +49.9% |
| All | +42.3% | -9.2% | +51.4% | +49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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