+0.8%
JHX vs ALHC
-29.3%
+30.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.2% | -1.7% |
| 7D | +4.5% | -1.0% | +5.5% | +4.6% |
| 30D | -1.2% | -6.3% | +5.1% | -0.7% |
| 3M | +32.8% | -12.3% | +45.1% | +33.0% |
| 6M | +41.2% | -27.0% | +68.2% | +43.4% |
| YTD | +43.9% | -31.8% | +75.8% | +46.9% |
| 1Y | +48.0% | -17.0% | +65.1% | +48.2% |
| 3Y | +1.2% | +159.8% | -158.7% | -15.0% |
| 5Y | -22.6% | -25.1% | +2.5% | -30.1% |
| All | +0.8% | -29.3% | +30.1% | -10.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling