-16.5%
ABT vs JHX
+56.2%
-72.8%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -0.6% |
| 7D | -3.7% | +1.5% | -5.2% | -3.8% |
| 30D | +2.5% | +7.2% | -4.7% | +2.0% |
| 3M | +20.2% | +29.9% | -9.7% | +18.2% |
| 6M | -2.9% | +35.4% | -38.3% | -5.3% |
| YTD | -11.9% | +46.5% | -58.4% | -14.9% |
| 1Y | -16.5% | +55.5% | -72.1% | -19.6% |
| All | -16.5% | +56.2% | -72.8% | -19.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling