+89.2%
USB vs JHX
+136.8%
-47.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +7.5% | -5.0% | +0.3% |
| 7D | +0.8% | +7.7% | -6.9% | -1.5% |
| 30D | +6.8% | +19.2% | -12.4% | +1.3% |
| 3M | -3.8% | -1.0% | -2.8% | -4.0% |
| 6M | +11.7% | +42.7% | -31.0% | -0.9% |
| YTD | +17.5% | +44.3% | -26.8% | +2.7% |
| 1Y | +33.8% | +72.2% | -38.4% | +10.6% |
| 3Y | +104.2% | +1.1% | +103.1% | +82.0% |
| 5Y | +26.4% | -23.6% | +50.0% | +20.7% |
| 10Y | +89.2% | +134.6% | -45.4% | +16.6% |
| All | +89.2% | +136.8% | -47.6% | +16.6% |
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