+140.3%
JHX vs ALC
+21.6%
+118.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.2% | -0.4% |
| 7D | +4.5% | -3.7% | +8.2% | +7.1% |
| 30D | -1.2% | -3.7% | +2.5% | +1.2% |
| 3M | +32.8% | +4.6% | +28.2% | +28.5% |
| 6M | +41.2% | -14.6% | +55.8% | +55.1% |
| YTD | +43.9% | -11.9% | +55.8% | +53.9% |
| 1Y | +48.0% | -13.1% | +61.2% | +59.1% |
| 3Y | +1.2% | -15.0% | +16.2% | +11.7% |
| 5Y | -22.6% | -16.2% | -6.4% | -15.9% |
| All | +140.3% | +21.6% | +118.7% | +79.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded ALC 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling