+318.0%
UPS vs JHX
+2,220.4%
-1,902.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.2% | +1.2% |
| 7D | -3.4% | -4.9% | +1.4% | -2.5% |
| 30D | -2.7% | -9.3% | +6.6% | -1.0% |
| 3M | -1.6% | +28.1% | -29.7% | -6.4% |
| 6M | +2.3% | +35.2% | -32.9% | -4.1% |
| YTD | +5.6% | +35.9% | -30.3% | -1.3% |
| 1Y | +27.1% | +42.5% | -15.5% | +17.3% |
| 3Y | -26.3% | -4.5% | -21.8% | -30.0% |
| 5Y | -34.5% | -27.1% | -7.4% | -35.8% |
| 10Y | +37.1% | +104.2% | -67.1% | +7.3% |
| All | +318.0% | +2,220.4% | -1,902.5% | +124.8% |
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