+1,186.3%
URI vs JHX
+106.3%
+1,080.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.4% |
| 7D | -2.1% | -6.3% | +4.3% | +0.5% |
| 30D | -12.4% | -7.7% | -4.7% | -9.6% |
| 3M | -7.3% | +19.2% | -26.4% | -14.1% |
| 6M | +27.2% | +38.3% | -11.1% | +9.3% |
| YTD | +23.0% | +37.2% | -14.2% | +5.8% |
| 1Y | +3.9% | +42.3% | -38.4% | -12.9% |
| 3Y | +121.6% | -4.4% | +126.0% | +95.5% |
| 5Y | +201.1% | -26.4% | +227.4% | +192.3% |
| All | +1,186.3% | +106.3% | +1,080.0% | +604.0% |
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 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