+3.1%
JHX vs ABCL
-81.0%
+84.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.8% | -0.3% | -2.7% |
| 7D | -3.8% | +4.4% | -8.2% | -4.3% |
| 30D | +11.7% | -7.9% | +19.6% | +12.3% |
| 3M | -10.7% | +12.2% | -22.9% | -13.0% |
| 6M | +36.5% | +134.7% | -98.2% | +18.9% |
| YTD | +32.8% | +239.8% | -206.9% | +9.9% |
| 1Y | +62.5% | +192.7% | -130.2% | +36.6% |
| 3Y | -5.7% | +187.6% | -193.3% | -23.8% |
| 5Y | -32.2% | -22.6% | -9.5% | -41.3% |
| All | +3.1% | -81.0% | +84.0% | -9.8% |
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