+739.1%
USB vs JHX
+2,401.5%
-1,662.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.8% | -0.9% |
| 7D | +1.4% | +1.5% | -0.1% | +1.0% |
| 30D | -1.3% | +7.2% | -8.5% | -3.2% |
| 3M | +15.2% | +29.9% | -14.7% | +7.2% |
| 6M | +18.8% | +35.4% | -16.5% | +8.6% |
| YTD | +21.0% | +46.5% | -25.4% | +8.1% |
| 1Y | +34.0% | +55.5% | -21.5% | +17.1% |
| 3Y | +95.3% | -0.4% | +95.7% | +80.0% |
| 5Y | +40.4% | -23.3% | +63.7% | +35.0% |
| 10Y | +107.3% | +111.1% | -3.8% | +48.5% |
| All | +739.1% | +2,401.5% | -1,662.5% | +287.3% |
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