-11.3%
ABT vs JHX
-27.7%
+16.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -1.5% |
| 7D | -5.9% | -6.3% | +0.4% | -5.3% |
| 30D | -8.1% | -7.7% | -0.3% | -7.4% |
| 3M | +14.5% | +19.2% | -4.6% | +12.3% |
| 6M | -6.3% | +38.3% | -44.6% | -9.8% |
| YTD | -17.1% | +37.2% | -54.3% | -20.4% |
| 1Y | -21.4% | +42.3% | -63.6% | -24.9% |
| 3Y | +5.9% | -4.4% | +10.3% | +1.0% |
| All | -11.3% | -27.7% | +16.4% | -15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling