+99.6%
JHX vs ALK
-37.3%
+136.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.3% |
| 7D | -4.9% | -3.1% | -1.7% | -3.8% |
| 30D | -9.3% | -17.1% | +7.8% | -3.1% |
| 3M | +28.1% | -3.8% | +31.8% | +29.5% |
| 6M | +35.2% | -5.3% | +40.5% | +37.2% |
| YTD | +35.9% | -20.3% | +56.1% | +44.9% |
| 1Y | +42.5% | -36.0% | +78.5% | +62.4% |
| 3Y | -4.5% | +0.8% | -5.2% | -11.7% |
| 5Y | -27.1% | -28.5% | +1.4% | -25.9% |
| All | +99.6% | -37.3% | +136.9% | +67.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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