-44.0%
ACHR vs JHX
+2.6%
-46.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.0% | +1.4% | +1.9% |
| 7D | -2.3% | -6.3% | +4.0% | +0.7% |
| 30D | -11.3% | -7.7% | -3.5% | -8.0% |
| 3M | +5.3% | +19.2% | -13.9% | -3.1% |
| 6M | -13.2% | +38.3% | -51.5% | -26.2% |
| YTD | -25.8% | +37.2% | -63.0% | -36.8% |
| 1Y | -34.3% | +42.3% | -76.6% | -45.4% |
| 3Y | -19.9% | -4.4% | -15.5% | -28.8% |
| 5Y | -42.7% | -26.4% | -16.3% | -45.0% |
| All | -44.0% | +2.6% | -46.6% | -51.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling