+40.4%
USB vs JHX
-23.3%
+63.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.4% | -1.0% |
| 7D | +2.1% | +4.5% | -2.4% | +1.1% |
| 30D | -2.3% | -1.2% | -1.0% | -2.1% |
| 3M | +13.9% | +32.8% | -18.9% | +6.1% |
| 6M | +21.6% | +41.2% | -19.6% | +10.9% |
| YTD | +19.3% | +43.9% | -24.6% | +8.0% |
| 1Y | +33.6% | +48.0% | -14.5% | +19.5% |
| 3Y | +97.7% | +1.2% | +96.5% | +79.4% |
| 5Y | +40.4% | -22.6% | +63.1% | +38.3% |
| All | +40.4% | -23.3% | +63.7% | +38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling