+42.3%
JHX vs ALB
+66.4%
-24.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.4% | +4.4% | +1.5% |
| 7D | -6.3% | -6.6% | +0.3% | -5.3% |
| 30D | -7.7% | -8.1% | +0.4% | -6.7% |
| 3M | +19.2% | -25.7% | +44.8% | +24.5% |
| 6M | +38.3% | -29.5% | +67.7% | +43.2% |
| YTD | +37.2% | -16.2% | +53.4% | +39.3% |
| 1Y | +42.3% | +59.2% | -17.0% | +45.5% |
| All | +42.3% | +66.4% | -24.1% | +45.5% |
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