+1,366.8%
ACN vs JHX
+2,279.7%
-912.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.2% | +1.4% | -1.1% |
| 7D | -6.3% | +1.6% | -7.9% | -6.7% |
| 30D | -1.4% | -5.0% | +3.6% | -0.3% |
| 3M | +2.6% | +24.5% | -21.9% | -2.6% |
| 6M | -14.3% | +34.9% | -49.2% | -20.8% |
| YTD | -33.1% | +39.3% | -72.5% | -38.8% |
| 1Y | -28.8% | +48.6% | -77.4% | -36.1% |
| 3Y | -43.0% | -2.0% | -40.9% | -47.0% |
| 5Y | -44.0% | -24.4% | -19.6% | -46.0% |
| 10Y | +88.5% | +109.4% | -20.9% | +40.3% |
| All | +1,366.8% | +2,279.7% | -912.9% | +749.1% |
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