+106.2%
UAL vs JHX
+106.3%
0.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.0% | +2.1% | +2.7% |
| 7D | -1.4% | -6.3% | +4.9% | +1.6% |
| 30D | -12.2% | -7.7% | -4.5% | -9.0% |
| 3M | -2.5% | +19.2% | -21.6% | -10.3% |
| 6M | +21.1% | +38.3% | -17.2% | +4.3% |
| YTD | -1.8% | +37.2% | -39.0% | -15.2% |
| 1Y | +0.4% | +42.3% | -41.9% | -15.7% |
| 3Y | +130.3% | -4.4% | +134.7% | +102.6% |
| 5Y | +147.7% | -26.4% | +174.1% | +142.8% |
| All | +106.2% | +106.3% | 0.0% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JHX.
Daily Out/Under-Performance
Portfolio return minus JHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JHX 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 10y: compounded portfolio wealth divided by compounded JHX 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…
10y analysis · Full analysis span regression · 6 months rolling