-27.1%
JHX vs ALB
-48.1%
+21.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.0% | +0.5% | -1.7% |
| 7D | -4.9% | -7.6% | +2.7% | -3.0% |
| 30D | -9.3% | -5.6% | -3.7% | -8.2% |
| 3M | +28.1% | -16.8% | +44.9% | +33.4% |
| 6M | +35.2% | -26.3% | +61.5% | +43.5% |
| YTD | +35.9% | -13.2% | +49.1% | +36.8% |
| 1Y | +42.5% | +68.8% | -26.3% | +17.5% |
| 3Y | -4.5% | -30.7% | +26.2% | -6.1% |
| 5Y | -27.1% | -46.3% | +19.2% | -27.3% |
| All | -27.1% | -48.1% | +21.0% | -27.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling