+144.1%
UMC vs JHX
-27.7%
+171.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.0% | +1.4% | +2.1% |
| 7D | +9.0% | -6.3% | +15.3% | +10.6% |
| 30D | +17.2% | -7.7% | +25.0% | +19.3% |
| 3M | +11.4% | +19.2% | -7.8% | +6.4% |
| 6M | +137.5% | +38.3% | +99.2% | +118.4% |
| YTD | +193.1% | +37.2% | +155.9% | +169.1% |
| 1Y | +240.3% | +42.3% | +198.0% | +208.1% |
| 3Y | +262.2% | -4.4% | +266.6% | +227.9% |
| All | +144.1% | -27.7% | +171.8% | +135.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling