-3.9%
JHX vs ALHC
-33.8%
+29.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.1% |
| 7D | -6.3% | -6.9% | +0.6% | -5.7% |
| 30D | -7.7% | -6.7% | -1.0% | -7.2% |
| 3M | +19.2% | -37.7% | +56.9% | +23.8% |
| 6M | +38.3% | -30.0% | +68.3% | +41.0% |
| YTD | +37.2% | -36.2% | +73.4% | +40.9% |
| 1Y | +42.3% | -22.9% | +65.2% | +43.4% |
| 3Y | -4.4% | +138.4% | -142.8% | -18.9% |
| 5Y | -26.4% | -32.8% | +6.4% | -32.8% |
| All | -3.9% | -33.8% | +29.9% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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