+38.3%
JHX vs AJG
+12.4%
+25.8%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +0.9% |
| 7D | -6.3% | -8.3% | +2.0% | -6.9% |
| 30D | -7.7% | -5.7% | -2.1% | -8.1% |
| 3M | +19.2% | +9.1% | +10.1% | +20.4% |
| 6M | +38.3% | +15.2% | +23.1% | +39.4% |
| All | +38.3% | +12.4% | +25.8% | +39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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