-2.9%
JHX vs ABCL
+103.9%
-106.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.4% | +0.2% | -2.6% |
| 7D | +1.6% | -2.7% | +4.3% | +2.0% |
| 30D | -5.0% | +18.3% | -23.3% | -7.9% |
| 3M | +24.5% | +108.5% | -84.0% | +7.9% |
| 6M | +34.9% | +213.9% | -179.0% | +8.6% |
| YTD | +39.3% | +223.1% | -183.8% | +10.8% |
| 1Y | +48.6% | +160.6% | -112.1% | +20.6% |
| All | -2.9% | +103.9% | -106.8% | -20.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling