+145.7%
ALAB vs JHX
+39.5%
+106.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.2% | +7.2% | +5.5% |
| 7D | +9.6% | +1.6% | +8.1% | +9.0% |
| 30D | -5.3% | -5.0% | -0.3% | -3.0% |
| 3M | -12.0% | +24.5% | -36.5% | -21.7% |
| 6M | +145.7% | +34.9% | +110.8% | +111.3% |
| All | +145.7% | +39.5% | +106.2% | +111.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling