+81.3%
USB vs JHX
+111.8%
-30.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.6% |
| 7D | +2.6% | -0.2% | +2.8% | +2.6% |
| 30D | +8.4% | +13.1% | -4.7% | +4.4% |
| 3M | -5.5% | -10.0% | +4.5% | -3.1% |
| 6M | +17.7% | +38.9% | -21.2% | +5.1% |
| YTD | +17.6% | +34.0% | -16.4% | +5.0% |
| 1Y | +33.9% | +66.0% | -32.1% | +11.8% |
| 3Y | +103.8% | -6.2% | +110.1% | +85.7% |
| 5Y | +25.6% | -31.6% | +57.2% | +24.4% |
| All | +81.3% | +111.8% | -30.5% | +14.1% |
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