+54.0%
UNP vs JHX
-27.7%
+81.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.6% |
| 7D | -1.8% | -6.3% | +4.5% | -0.8% |
| 30D | -2.7% | -7.7% | +5.0% | -1.5% |
| 3M | +6.5% | +19.2% | -12.7% | +3.3% |
| 6M | +14.4% | +38.3% | -23.9% | +7.6% |
| YTD | +24.8% | +37.2% | -12.4% | +17.4% |
| 1Y | +34.4% | +42.3% | -7.9% | +25.2% |
| 3Y | +43.6% | -4.4% | +48.0% | +35.7% |
| All | +54.0% | -27.7% | +81.6% | +54.9% |
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 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