+99.6%
JHX vs ALLE
+154.9%
-55.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.3% |
| 7D | -4.9% | -2.8% | -2.1% | -3.1% |
| 30D | -9.3% | -10.2% | +0.9% | -2.9% |
| 3M | +28.1% | +17.4% | +10.6% | +15.8% |
| 6M | +35.2% | +3.3% | +31.9% | +32.7% |
| YTD | +35.9% | -4.2% | +40.1% | +39.1% |
| 1Y | +42.5% | -10.5% | +53.1% | +51.7% |
| 3Y | -4.5% | +45.4% | -49.9% | -25.2% |
| 5Y | -27.1% | +11.9% | -39.0% | -34.6% |
| All | +99.6% | +154.9% | -55.2% | +24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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