-27.1%
JHX vs ALHC
-31.9%
+4.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.1% | -0.4% | -2.3% |
| 7D | -4.9% | -5.8% | +0.9% | -4.3% |
| 30D | -9.3% | -3.3% | -6.0% | -9.0% |
| 3M | +28.1% | -37.9% | +66.0% | +33.0% |
| 6M | +35.2% | -29.5% | +64.7% | +37.7% |
| YTD | +35.9% | -35.4% | +71.2% | +39.3% |
| 1Y | +42.5% | -22.4% | +64.9% | +43.5% |
| 3Y | -4.5% | +146.3% | -150.8% | -19.4% |
| 5Y | -27.1% | -32.0% | +4.9% | -36.7% |
| All | -27.1% | -31.9% | +4.8% | -36.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling