+277.6%
UNP vs JHX
+106.3%
+171.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.7% |
| 7D | -1.8% | -6.3% | +4.5% | -0.3% |
| 30D | -2.7% | -7.7% | +5.0% | -1.0% |
| 3M | +6.5% | +19.2% | -12.7% | +1.8% |
| 6M | +14.4% | +38.3% | -23.9% | +4.5% |
| YTD | +24.8% | +37.2% | -12.4% | +14.0% |
| 1Y | +34.4% | +42.3% | -7.9% | +20.9% |
| 3Y | +43.6% | -4.4% | +48.0% | +32.4% |
| 5Y | +53.2% | -26.4% | +79.6% | +48.9% |
| All | +277.6% | +106.3% | +171.4% | +147.7% |
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