+42.5%
JHX vs ALLE
-10.4%
+52.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.3% |
| 7D | -4.9% | -2.8% | -2.1% | -2.7% |
| 30D | -9.3% | -10.2% | +0.9% | -1.4% |
| 3M | +28.1% | +17.4% | +10.6% | +12.4% |
| 6M | +35.2% | +3.3% | +31.9% | +28.7% |
| YTD | +35.9% | -4.2% | +40.1% | +32.8% |
| 1Y | +42.5% | -10.5% | +53.1% | +42.3% |
| All | +42.5% | -10.4% | +52.9% | +42.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling