+365.7%
ALAB vs JHX
-24.3%
+390.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.7% | -5.2% | -6.5% |
| 7D | +3.2% | +4.5% | -1.3% | +2.1% |
| 30D | -13.6% | -1.2% | -12.3% | -13.3% |
| 3M | -16.6% | +32.8% | -49.4% | -22.6% |
| 6M | +142.3% | +41.2% | +101.1% | +120.0% |
| YTD | +73.6% | +43.9% | +29.7% | +55.8% |
| 1Y | +33.7% | +48.0% | -14.4% | +18.0% |
| All | +365.7% | -24.3% | +390.0% | +342.0% |
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 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