+338.7%
JHX vs ALM
+8,394.4%
-8,055.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +8.8% | -10.6% | -1.8% |
| 7D | +4.5% | +8.4% | -3.9% | +4.4% |
| 30D | -1.2% | +34.8% | -36.1% | -1.5% |
| 3M | +32.8% | +16.2% | +16.5% | +32.5% |
| 6M | +41.2% | +2.1% | +39.0% | +41.0% |
| YTD | +43.9% | +117.0% | -73.1% | +42.7% |
| 1Y | +48.0% | +313.9% | -265.8% | +46.0% |
| 3Y | +1.2% | +2,327.9% | -2,326.8% | -1.9% |
| 5Y | -22.6% | +1,040.6% | -1,063.2% | -24.7% |
| 10Y | +111.5% | +3,219.4% | -3,108.0% | +102.6% |
| All | +338.7% | +8,394.4% | -8,055.7% | +300.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling