-40.4%
ACN vs JHX
-4.5%
-35.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.0% | +2.4% | +3.3% |
| 7D | -1.5% | -6.3% | +4.8% | -0.8% |
| 30D | +2.1% | -7.7% | +9.8% | +3.0% |
| 3M | +11.1% | +19.2% | -8.1% | +8.9% |
| 6M | -6.8% | +38.3% | -45.1% | -10.7% |
| YTD | -30.0% | +37.2% | -67.2% | -32.9% |
| 1Y | -23.1% | +42.3% | -65.4% | -26.8% |
| 3Y | -40.4% | -4.4% | -36.0% | -43.3% |
| All | -40.4% | -4.5% | -35.9% | -43.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling