-2.9%
JHX vs ALHC
+151.5%
-154.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.2% | 0.0% | -3.0% |
| 7D | +1.6% | -4.1% | +5.7% | +1.8% |
| 30D | -5.0% | -5.4% | +0.4% | -4.7% |
| 3M | +24.5% | -32.1% | +56.6% | +26.9% |
| 6M | +34.9% | -28.5% | +63.4% | +36.3% |
| YTD | +39.3% | -34.0% | +73.4% | +41.4% |
| 1Y | +48.6% | -20.9% | +69.5% | +49.4% |
| All | -2.9% | +151.5% | -154.5% | -8.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling