+2,357.9%
JHX vs ALB
+1,799.2%
+558.7%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.6% | -4.3% | -2.6% |
| 7D | +4.5% | -4.4% | +8.9% | +5.9% |
| 30D | -1.2% | -1.2% | 0.0% | -1.3% |
| 3M | +32.8% | -13.3% | +46.1% | +37.9% |
| 6M | +41.2% | -19.8% | +60.9% | +48.1% |
| YTD | +43.9% | -7.9% | +51.8% | +42.5% |
| 1Y | +48.0% | +60.2% | -12.1% | +18.6% |
| 3Y | +1.2% | -26.4% | +27.6% | -2.9% |
| 5Y | -22.6% | -42.5% | +19.9% | -24.1% |
| 10Y | +111.5% | +83.0% | +28.5% | +16.9% |
| All | +2,357.9% | +1,799.2% | +558.7% | +612.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling