+47.4%
JHX vs USHY
+1.9%
+45.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.7% | +7.6% | +4.3% |
| 7D | +13.3% | -0.2% | +13.5% | +14.5% |
| 30D | +17.1% | +0.7% | +16.5% | +12.2% |
| 3M | +4.1% | -2.2% | +6.3% | +20.8% |
| 6M | +48.5% | -0.9% | +49.3% | +58.5% |
| YTD | +42.3% | +0.2% | +42.1% | +44.7% |
| 1Y | +47.4% | +1.7% | +45.6% | +40.6% |
| All | +47.4% | +1.9% | +45.5% | +40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 1y: compounded portfolio wealth divided by compounded USHY 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…
1y analysis · Full analysis span regression · 6 months rolling