+369.5%
ALAB vs JHX
-27.9%
+397.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.0% | +1.4% | +2.1% |
| 7D | -6.2% | -6.3% | +0.1% | -4.6% |
| 30D | -8.7% | -7.7% | -0.9% | -6.7% |
| 3M | -20.7% | +19.2% | -39.9% | -24.5% |
| 6M | +133.5% | +38.3% | +95.2% | +113.4% |
| YTD | +75.1% | +37.2% | +37.8% | +59.0% |
| 1Y | +25.0% | +42.3% | -17.2% | +11.5% |
| All | +369.5% | -27.9% | +397.3% | +351.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling