+604.6%
JHX vs URA
-52.4%
+657.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.5% |
| 7D | -0.2% | -1.5% | +1.4% | +0.5% |
| 30D | +13.1% | -10.4% | +23.5% | +17.4% |
| 3M | -10.0% | -29.6% | +19.6% | +1.9% |
| 6M | +38.9% | -40.3% | +79.2% | +66.3% |
| YTD | +34.0% | -25.5% | +59.5% | +45.5% |
| 1Y | +66.0% | -26.4% | +92.4% | +80.1% |
| 3Y | -6.2% | +31.4% | -37.7% | -23.4% |
| 5Y | -31.6% | +28.6% | -60.2% | -46.3% |
| 10Y | +116.6% | +260.9% | -144.3% | -1.8% |
| All | +604.6% | -52.4% | +657.0% | +560.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling