+664.5%
JHX vs WU
-22.8%
+687.3%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.2% |
| 7D | -4.9% | -5.0% | +0.1% | -2.8% |
| 30D | -9.3% | -2.3% | -7.0% | -8.5% |
| 3M | +28.1% | -3.2% | +31.3% | +27.5% |
| 6M | +35.2% | -25.0% | +60.2% | +49.9% |
| YTD | +35.9% | -21.7% | +57.5% | +47.2% |
| 1Y | +42.5% | -9.0% | +51.5% | +43.7% |
| 3Y | -4.5% | -28.9% | +24.4% | +5.8% |
| 5Y | -27.1% | -51.0% | +23.9% | -7.7% |
| 10Y | +104.2% | -40.1% | +144.3% | +130.4% |
| All | +664.5% | -22.8% | +687.3% | +633.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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