-21.1%
JHX vs UMAC
+473.8%
-494.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.5% | +1.1% |
| 7D | -6.3% | -3.4% | -2.9% | -6.2% |
| 30D | -7.7% | -15.1% | +7.3% | -7.4% |
| 3M | +19.2% | -10.8% | +29.9% | +18.9% |
| 6M | +38.3% | +15.7% | +22.6% | +34.8% |
| YTD | +37.2% | +80.1% | -42.9% | +30.8% |
| 1Y | +42.3% | +116.7% | -74.4% | +33.8% |
| All | -21.1% | +473.8% | -494.8% | -29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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