-26.3%
JHX vs ALLE
+54.3%
-80.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -3.0% | -2.7% |
| 7D | -3.7% | -0.8% | -2.9% | -3.1% |
| 30D | +14.8% | +27.4% | -12.5% | -2.1% |
| 3M | -8.5% | +13.8% | -22.4% | -16.1% |
| 6M | +39.2% | +45.5% | -6.3% | +8.9% |
| YTD | +37.0% | +21.4% | +15.6% | +19.5% |
| 1Y | +66.6% | +15.4% | +51.3% | +49.9% |
| 3Y | -2.7% | +91.7% | -94.4% | -37.2% |
| 5Y | -26.3% | +54.5% | -80.8% | -46.8% |
| All | -26.3% | +54.3% | -80.5% | -46.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling