-27.1%
JHX vs ALM
+856.4%
-883.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -9.6% | +7.1% | -1.7% |
| 7D | -4.9% | -7.1% | +2.3% | -4.3% |
| 30D | -9.3% | +24.7% | -34.0% | -11.1% |
| 3M | +28.1% | +8.3% | +19.8% | +26.2% |
| 6M | +35.2% | -22.2% | +57.4% | +35.7% |
| YTD | +35.9% | +88.1% | -52.2% | +28.5% |
| 1Y | +42.5% | +272.4% | -229.8% | +28.6% |
| 3Y | -4.5% | +2,004.1% | -2,008.6% | -24.5% |
| 5Y | -27.1% | +915.8% | -942.9% | -41.6% |
| All | -27.1% | +856.4% | -883.5% | -41.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling