+6.5%
JHX vs ABCL
-82.1%
+88.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.1% | -3.1% | +0.5% |
| 7D | -6.3% | -4.7% | -1.6% | -5.8% |
| 30D | -7.7% | +5.2% | -12.9% | -8.6% |
| 3M | +19.2% | +106.6% | -87.5% | +6.8% |
| 6M | +38.3% | +198.4% | -160.1% | +17.9% |
| YTD | +37.2% | +218.4% | -181.2% | +15.4% |
| 1Y | +42.3% | +136.2% | -93.9% | +22.9% |
| 3Y | -4.4% | +103.2% | -107.6% | -19.7% |
| 5Y | -26.4% | -42.7% | +16.3% | -34.8% |
| All | +6.5% | -82.1% | +88.6% | -5.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling