-4.4%
JHX vs UTHR
+121.0%
-125.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.1% |
| 7D | -6.3% | +1.9% | -8.3% | -6.4% |
| 30D | -7.7% | -2.9% | -4.9% | -7.6% |
| 3M | +19.2% | -8.9% | +28.0% | +19.7% |
| 6M | +38.3% | -8.7% | +47.0% | +39.0% |
| YTD | +37.2% | +2.0% | +35.2% | +37.1% |
| 1Y | +42.3% | +22.8% | +19.5% | +40.7% |
| 3Y | -4.4% | +120.6% | -125.0% | -12.3% |
| All | -4.4% | +121.0% | -125.4% | -12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UTHR.
Daily Out/Under-Performance
Portfolio return minus UTHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UTHR 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 UTHR 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