+22.0%
USB vs JHX
-30.1%
+52.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | +0.1% |
| 7D | 0.0% | +2.2% | -2.2% | -0.5% |
| 30D | +5.8% | +13.2% | -7.3% | +2.9% |
| 3M | -6.0% | -0.5% | -5.4% | -6.2% |
| 6M | +7.8% | +30.0% | -22.3% | +0.5% |
| YTD | +14.6% | +34.2% | -19.6% | +5.2% |
| 1Y | +31.8% | +60.6% | -28.8% | +16.0% |
| 3Y | +91.5% | +3.6% | +87.9% | +71.0% |
| All | +22.0% | -30.1% | +52.1% | +19.2% |
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