+42.3%
JHX vs ALM
+247.3%
-205.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.5% | +7.5% | +1.9% |
| 7D | -6.3% | -11.8% | +5.5% | -4.9% |
| 30D | -7.7% | +7.8% | -15.5% | -9.0% |
| 3M | +19.2% | -9.3% | +28.4% | +19.1% |
| 6M | +38.3% | -30.5% | +68.7% | +39.8% |
| YTD | +37.2% | +75.8% | -38.6% | +29.4% |
| 1Y | +42.3% | +241.2% | -198.9% | +18.4% |
| All | +42.3% | +247.3% | -205.0% | +18.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling