-27.2%
JHX vs ALC
-20.7%
-6.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.5% |
| 7D | -6.3% | -6.3% | 0.0% | -2.5% |
| 30D | -7.7% | -10.3% | +2.5% | -1.5% |
| 3M | +19.2% | -0.7% | +19.9% | +19.3% |
| 6M | +38.3% | -17.8% | +56.1% | +54.6% |
| YTD | +37.2% | -15.8% | +53.0% | +50.3% |
| 1Y | +42.3% | -16.7% | +59.0% | +56.3% |
| 3Y | -4.4% | -19.7% | +15.3% | +9.7% |
| All | -27.2% | -20.7% | -6.5% | -21.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling