+101.6%
JHX vs ALM
+2,589.2%
-2,487.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.5% | +7.5% | +1.3% |
| 7D | -6.3% | -11.8% | +5.5% | -5.7% |
| 30D | -7.7% | +7.8% | -15.5% | -8.2% |
| 3M | +19.2% | -9.3% | +28.4% | +19.2% |
| 6M | +38.3% | -30.5% | +68.7% | +39.4% |
| YTD | +37.2% | +75.8% | -38.6% | +32.7% |
| 1Y | +42.3% | +241.2% | -198.9% | +33.3% |
| 3Y | -4.4% | +1,872.6% | -1,877.0% | -17.8% |
| 5Y | -26.4% | +849.6% | -876.0% | -35.8% |
| All | +101.6% | +2,589.2% | -2,487.6% | +64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling