+47.4%
JHX vs ABCL
+138.2%
-90.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.8% | +7.5% | +8.2% |
| 7D | +13.3% | -10.0% | +23.2% | +14.8% |
| 30D | +17.1% | -10.9% | +28.0% | +18.7% |
| 3M | +4.1% | +101.6% | -97.6% | -11.6% |
| 6M | +48.5% | +167.5% | -119.0% | +13.4% |
| YTD | +42.3% | +259.1% | -216.8% | +0.7% |
| 1Y | +47.4% | +152.2% | -104.8% | +14.9% |
| All | +47.4% | +138.2% | -90.8% | +14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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