-24.4%
JHX vs ALLE
+11.9%
-36.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.8% | -0.4% | -1.4% |
| 7D | +1.6% | -2.2% | +3.7% | +3.1% |
| 30D | -5.0% | -8.3% | +3.3% | +0.6% |
| 3M | +24.5% | +16.3% | +8.2% | +12.9% |
| 6M | +34.9% | +1.8% | +33.1% | +33.2% |
| YTD | +39.3% | -3.9% | +43.3% | +41.9% |
| 1Y | +48.6% | -10.0% | +58.6% | +57.0% |
| 3Y | -2.0% | +45.8% | -47.9% | -24.1% |
| 5Y | -24.4% | +13.3% | -37.7% | -33.8% |
| All | -24.4% | +11.9% | -36.3% | -33.8% |
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