+504.9%
ABBV vs JHX
+106.3%
+398.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.7% |
| 7D | +0.3% | -6.3% | +6.6% | +1.0% |
| 30D | +3.4% | -7.7% | +11.1% | +4.3% |
| 3M | +15.2% | +19.2% | -4.0% | +12.5% |
| 6M | +14.7% | +38.3% | -23.6% | +9.3% |
| YTD | +15.2% | +37.2% | -22.0% | +9.5% |
| 1Y | +20.4% | +42.3% | -21.9% | +13.6% |
| 3Y | +91.3% | -4.4% | +95.7% | +81.9% |
| 5Y | +189.6% | -26.4% | +215.9% | +185.3% |
| All | +504.9% | +106.3% | +398.6% | +340.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JHX.
Daily Out/Under-Performance
Portfolio return minus JHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JHX 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 JHX 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