+110.0%
JHX vs ALLE
+208.6%
-98.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.5% | -2.7% |
| 7D | -3.8% | +1.6% | -5.4% | -4.7% |
| 30D | +11.7% | +24.1% | -12.4% | -2.7% |
| 3M | -10.7% | +14.8% | -25.5% | -18.3% |
| 6M | +36.5% | +45.9% | -9.4% | +7.5% |
| YTD | +32.8% | +20.7% | +12.1% | +17.2% |
| 1Y | +62.5% | +14.2% | +48.3% | +48.3% |
| 3Y | -5.7% | +90.7% | -96.4% | -38.0% |
| 5Y | -32.2% | +50.6% | -82.7% | -49.6% |
| All | +110.0% | +208.6% | -98.6% | +20.1% |
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