+129.1%
JHX vs ALC
+16.1%
+113.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.5% |
| 7D | -6.3% | -6.3% | 0.0% | -2.1% |
| 30D | -7.7% | -10.3% | +2.5% | -0.9% |
| 3M | +19.2% | -0.7% | +19.9% | +19.3% |
| 6M | +38.3% | -17.8% | +56.1% | +55.9% |
| YTD | +37.2% | -15.8% | +53.0% | +51.3% |
| 1Y | +42.3% | -16.7% | +59.0% | +57.3% |
| 3Y | -4.4% | -19.7% | +15.3% | +9.7% |
| 5Y | -26.4% | -19.8% | -6.6% | -17.6% |
| All | +129.1% | +16.1% | +113.0% | +76.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling