+42.5%
JHX vs ALK
-35.4%
+77.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.2% |
| 7D | -4.9% | -3.1% | -1.7% | -3.4% |
| 30D | -9.3% | -17.1% | +7.8% | -1.2% |
| 3M | +28.1% | -3.8% | +31.8% | +29.8% |
| 6M | +35.2% | -5.3% | +40.5% | +34.3% |
| YTD | +35.9% | -20.3% | +56.1% | +38.6% |
| 1Y | +42.5% | -36.0% | +78.5% | +53.9% |
| All | +42.5% | -35.4% | +77.9% | +53.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling