+228.4%
UNH vs JHX
+106.3%
+122.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.0% | -3.4% | -2.5% |
| 7D | -4.5% | -6.3% | +1.8% | -3.5% |
| 30D | -6.5% | -7.7% | +1.2% | -5.3% |
| 3M | -6.0% | +19.2% | -25.2% | -9.3% |
| 6M | +33.7% | +38.3% | -4.6% | +24.6% |
| YTD | +16.4% | +37.2% | -20.8% | +8.6% |
| 1Y | +10.1% | +42.3% | -32.2% | +1.7% |
| 3Y | -16.3% | -4.4% | -11.9% | -22.1% |
| 5Y | +2.1% | -26.4% | +28.5% | +0.2% |
| All | +228.4% | +106.3% | +122.1% | +112.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling