+583.1%
JHX vs ULTA
+1,575.4%
-992.3%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.1% | +0.5% |
| 7D | -6.3% | -3.1% | -3.2% | -5.6% |
| 30D | -7.7% | +2.8% | -10.5% | -8.5% |
| 3M | +19.2% | +14.8% | +4.4% | +14.9% |
| 6M | +38.3% | -16.2% | +54.5% | +43.5% |
| YTD | +37.2% | -9.6% | +46.8% | +39.6% |
| 1Y | +42.3% | +4.8% | +37.5% | +39.0% |
| 3Y | -4.4% | +30.7% | -35.1% | -13.6% |
| 5Y | -26.4% | +45.9% | -72.3% | -36.3% |
| 10Y | +106.3% | +129.0% | -22.8% | +48.9% |
| All | +583.1% | +1,575.4% | -992.3% | +127.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 ULTA 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