+5,925.9%
URI vs JHX
+2,357.9%
+3,568.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.3% | +1.2% |
| 7D | +2.5% | +4.5% | -2.0% | +0.8% |
| 30D | -12.5% | -1.2% | -11.3% | -12.2% |
| 3M | -6.2% | +32.8% | -39.0% | -16.0% |
| 6M | +25.9% | +41.2% | -15.3% | +9.0% |
| YTD | +26.2% | +43.9% | -17.7% | +8.2% |
| 1Y | +5.5% | +48.0% | -42.6% | -11.3% |
| 3Y | +125.0% | +1.2% | +123.8% | +99.4% |
| 5Y | +210.4% | -22.6% | +233.0% | +197.0% |
| 10Y | +1,157.2% | +111.5% | +1,045.7% | +683.7% |
| All | +5,925.9% | +2,357.9% | +3,568.0% | +1,978.3% |
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