-2.9%
JHX vs ALC
-16.2%
+13.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -2.5% |
| 7D | +1.6% | -5.3% | +6.9% | +5.2% |
| 30D | -5.0% | -7.1% | +2.1% | -0.5% |
| 3M | +24.5% | +0.8% | +23.7% | +23.5% |
| 6M | +34.9% | -16.0% | +50.9% | +50.2% |
| YTD | +39.3% | -12.7% | +52.1% | +50.1% |
| 1Y | +48.6% | -12.8% | +61.4% | +59.2% |
| All | -2.9% | -16.2% | +13.3% | +18.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling