+217.1%
JHX vs ALLE
+342.5%
-125.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.3% |
| 7D | -0.2% | +3.6% | -3.7% | -2.1% |
| 30D | +13.1% | +25.9% | -12.8% | -1.5% |
| 3M | -10.0% | +15.8% | -25.8% | -17.6% |
| 6M | +38.9% | +48.1% | -9.2% | +10.1% |
| YTD | +34.0% | +22.0% | +12.0% | +18.6% |
| 1Y | +66.0% | +18.0% | +47.9% | +49.6% |
| 3Y | -6.2% | +93.1% | -99.3% | -36.9% |
| 5Y | -31.6% | +52.1% | -83.7% | -48.3% |
| 10Y | +116.6% | +212.0% | -95.4% | +16.8% |
| All | +217.1% | +342.5% | -125.4% | +51.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling