+2,243.5%
JHX vs UL
+704.3%
+1,539.2%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.7% |
| 7D | -6.3% | -3.4% | -2.9% | -4.7% |
| 30D | -7.7% | +0.5% | -8.2% | -8.0% |
| 3M | +19.2% | +7.2% | +11.9% | +14.7% |
| 6M | +38.3% | -3.1% | +41.3% | +39.5% |
| YTD | +37.2% | -2.7% | +39.9% | +38.2% |
| 1Y | +42.3% | -10.2% | +52.5% | +48.5% |
| 3Y | -4.4% | +20.3% | -24.7% | -14.9% |
| 5Y | -26.4% | +19.9% | -46.3% | -35.6% |
| 10Y | +106.3% | +66.5% | +39.8% | +51.7% |
| All | +2,243.5% | +704.3% | +1,539.2% | +1,021.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling