-2.9%
JHX vs ALK
+1.1%
-4.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.2% | -2.8% |
| 7D | +1.6% | -3.0% | +4.5% | +2.7% |
| 30D | -5.0% | -14.6% | +9.6% | +0.5% |
| 3M | +24.5% | -10.6% | +35.0% | +29.2% |
| 6M | +34.9% | -6.7% | +41.6% | +36.9% |
| YTD | +39.3% | -19.8% | +59.1% | +46.3% |
| 1Y | +48.6% | -35.2% | +83.8% | +65.1% |
| All | -2.9% | +1.1% | -4.0% | -12.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling