-30.0%
JHX vs ABCL
-21.0%
-9.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.1% | +2.0% | -1.6% |
| 7D | -3.7% | -2.7% | -1.0% | -3.4% |
| 30D | +14.8% | -5.4% | +20.2% | +15.1% |
| 3M | -8.5% | +22.4% | -31.0% | -12.6% |
| 6M | +39.2% | +127.6% | -88.4% | +17.9% |
| YTD | +37.0% | +249.4% | -212.4% | +7.8% |
| 1Y | +66.6% | +198.0% | -131.4% | +33.8% |
| 3Y | -2.7% | +195.8% | -198.5% | -26.0% |
| All | -30.0% | -21.0% | -9.0% | -42.8% |
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 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