-24.4%
JHX vs ABCL
-39.4%
+15.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.4% | +0.2% | -2.7% |
| 7D | +1.6% | -2.7% | +4.3% | +2.0% |
| 30D | -5.0% | +18.3% | -23.3% | -7.7% |
| 3M | +24.5% | +108.5% | -84.0% | +9.2% |
| 6M | +34.9% | +213.9% | -179.0% | +10.7% |
| YTD | +39.3% | +223.1% | -183.8% | +13.0% |
| 1Y | +48.6% | +160.6% | -112.1% | +22.9% |
| 3Y | -2.0% | +104.3% | -106.3% | -20.3% |
| 5Y | -24.4% | -40.0% | +15.6% | -35.9% |
| All | -24.4% | -39.4% | +15.0% | -35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling