+241.4%
UAL vs JHX
+599.2%
-357.8%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.7% | -1.1% | -2.1% |
| 7D | +3.5% | +4.5% | -1.1% | +1.7% |
| 30D | -16.5% | -1.2% | -15.2% | -16.1% |
| 3M | +2.8% | +32.8% | -30.0% | -8.0% |
| 6M | +17.6% | +41.2% | -23.6% | +2.9% |
| YTD | -3.2% | +43.9% | -47.1% | -16.0% |
| 1Y | +0.4% | +48.0% | -47.6% | -14.6% |
| 3Y | +128.2% | +1.2% | +127.0% | +104.5% |
| 5Y | +137.7% | -22.6% | +160.3% | +131.0% |
| 10Y | +99.1% | +111.5% | -12.4% | +29.4% |
| All | +241.4% | +599.2% | -357.8% | -6.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling