-5.3%
JHX vs URA
+107.9%
-113.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.0% | +1.5% | -1.3% |
| 7D | -4.9% | -1.5% | -3.3% | -4.4% |
| 30D | -9.3% | -0.4% | -8.9% | -9.3% |
| 3M | +28.1% | +6.3% | +21.8% | +25.6% |
| 6M | +35.2% | -14.0% | +49.2% | +39.6% |
| YTD | +35.9% | +5.3% | +30.5% | +32.9% |
| 1Y | +42.5% | +11.7% | +30.8% | +36.2% |
| All | -5.3% | +107.9% | -113.2% | -27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 3y: compounded portfolio wealth divided by compounded URA 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…
3y analysis · Full analysis span regression · 6 months rolling