+662.4%
UMC vs JHX
+2,243.5%
-1,581.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.0% | +1.4% | +2.1% |
| 7D | +9.0% | -6.3% | +15.3% | +11.0% |
| 30D | +17.2% | -7.7% | +25.0% | +19.8% |
| 3M | +11.4% | +19.2% | -7.8% | +5.1% |
| 6M | +137.5% | +38.3% | +99.2% | +113.4% |
| YTD | +193.1% | +37.2% | +155.9% | +162.7% |
| 1Y | +240.3% | +42.3% | +198.0% | +199.2% |
| 3Y | +262.2% | -4.4% | +266.6% | +228.3% |
| 5Y | +143.1% | -26.4% | +169.5% | +133.3% |
| 10Y | +1,853.0% | +106.3% | +1,746.8% | +1,168.0% |
| All | +662.4% | +2,243.5% | -1,581.1% | +228.5% |
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