+115.0%
UMC vs JHX
+44.7%
+70.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +8.3% | -10.4% | -3.5% |
| 7D | -14.7% | +13.3% | -27.9% | -16.7% |
| 30D | -32.9% | +17.1% | -50.0% | -35.0% |
| 3M | -22.2% | +4.1% | -26.2% | -22.9% |
| 6M | +25.9% | +48.5% | -22.6% | +13.8% |
| YTD | +107.9% | +42.3% | +65.7% | +88.4% |
| 1Y | +115.0% | +47.4% | +67.7% | +94.1% |
| All | +115.0% | +44.7% | +70.3% | +94.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling