+3,688.6%
UNP vs JHX
+2,243.5%
+1,445.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.7% |
| 7D | -1.8% | -6.3% | +4.5% | -0.4% |
| 30D | -2.7% | -7.7% | +5.0% | -1.0% |
| 3M | +6.5% | +19.2% | -12.7% | +1.9% |
| 6M | +14.4% | +38.3% | -23.9% | +4.7% |
| YTD | +24.8% | +37.2% | -12.4% | +14.2% |
| 1Y | +34.4% | +42.3% | -7.9% | +21.2% |
| 3Y | +43.6% | -4.4% | +48.0% | +33.5% |
| 5Y | +53.2% | -26.4% | +79.6% | +47.9% |
| 10Y | +282.1% | +106.3% | +175.8% | +172.4% |
| All | +3,688.6% | +2,243.5% | +1,445.1% | +1,556.0% |
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