+207.2%
UMC vs JHX
+56.2%
+151.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.6% | +2.0% | +4.0% |
| 7D | +5.0% | +1.5% | +3.4% | +4.6% |
| 30D | +7.7% | +7.2% | +0.5% | +6.0% |
| 3M | +1.7% | +29.9% | -28.3% | -4.7% |
| 6M | +113.9% | +35.4% | +78.6% | +94.3% |
| YTD | +168.9% | +46.5% | +122.4% | +145.6% |
| 1Y | +207.2% | +55.5% | +151.7% | +183.9% |
| All | +207.2% | +56.2% | +151.0% | +183.9% |
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