+3,452.6%
ALNY vs JHX
+941.8%
+2,510.8%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.2% |
| 7D | -6.5% | -6.3% | -0.2% | -5.0% |
| 30D | +11.0% | -7.7% | +18.8% | +13.2% |
| 3M | -14.1% | +19.2% | -33.2% | -18.2% |
| 6M | -22.4% | +38.3% | -60.7% | -29.5% |
| YTD | -37.5% | +37.2% | -74.7% | -43.3% |
| 1Y | -46.9% | +42.3% | -89.2% | -52.7% |
| 3Y | +22.1% | -4.4% | +26.5% | +12.2% |
| 5Y | +31.2% | -26.4% | +57.6% | +25.9% |
| 10Y | +256.3% | +106.3% | +150.1% | +135.8% |
| All | +3,452.6% | +941.8% | +2,510.8% | +1,160.1% |
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