-63.9%
ALNY vs JHX
+53.7%
-117.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.9% | +0.2% | -2.4% |
| 7D | -10.0% | +6.4% | -16.4% | -10.6% |
| 30D | -30.0% | +12.3% | -42.3% | -31.1% |
| 3M | -31.5% | +1.1% | -32.6% | -31.6% |
| 6M | -48.0% | +42.2% | -90.2% | -50.2% |
| YTD | -60.6% | +38.1% | -98.7% | -62.1% |
| 1Y | -63.9% | +54.9% | -118.9% | -64.9% |
| All | -63.9% | +53.7% | -117.6% | -64.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling