+656.8%
JHX vs URA
-29.0%
+685.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.1% | -4.9% | -2.9% |
| 7D | +4.5% | +8.1% | -3.6% | +1.5% |
| 30D | -1.2% | +5.8% | -7.0% | -3.5% |
| 3M | +32.8% | +3.4% | +29.3% | +30.5% |
| 6M | +41.2% | -2.6% | +43.8% | +41.1% |
| YTD | +43.9% | +11.2% | +32.7% | +35.3% |
| 1Y | +48.0% | +19.8% | +28.2% | +33.0% |
| 3Y | +1.2% | +121.5% | -120.3% | -32.2% |
| 5Y | -22.6% | +134.5% | -157.1% | -52.5% |
| 10Y | +111.5% | +376.7% | -265.2% | -12.7% |
| All | +656.8% | -29.0% | +685.8% | +514.2% |
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