+246.6%
JHX vs ALLE
+260.9%
-14.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.0% | +1.6% | +2.0% |
| 7D | +1.5% | -0.2% | +1.8% | +1.7% |
| 30D | +7.2% | -6.8% | +14.0% | +11.7% |
| 3M | +29.9% | +21.0% | +8.9% | +16.1% |
| 6M | +35.4% | +1.1% | +34.3% | +34.7% |
| YTD | +46.5% | -0.5% | +47.0% | +46.5% |
| 1Y | +55.5% | -7.3% | +62.8% | +61.7% |
| 3Y | -0.4% | +42.3% | -42.7% | -19.7% |
| 5Y | -23.3% | +13.5% | -36.8% | -31.4% |
| 10Y | +111.1% | +144.0% | -32.9% | +30.6% |
| All | +246.6% | +260.9% | -14.2% | +87.1% |
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 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