+55.5%
JHX vs ALB
+60.9%
-5.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.4% | +7.0% | +3.3% |
| 7D | +1.5% | -8.1% | +9.6% | +2.9% |
| 30D | +7.2% | +6.3% | +0.9% | +5.8% |
| 3M | +29.9% | -23.6% | +53.5% | +35.3% |
| 6M | +35.4% | -24.6% | +60.0% | +39.1% |
| YTD | +46.5% | -10.3% | +56.7% | +46.5% |
| 1Y | +55.5% | +61.5% | -5.9% | +43.3% |
| All | +55.5% | +60.9% | -5.4% | +43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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