+4.0%
JHX vs ABCL
-81.2%
+85.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.0% |
| 7D | -0.2% | -3.3% | +3.1% | +0.2% |
| 30D | +13.1% | -7.1% | +20.2% | +13.6% |
| 3M | -10.0% | +4.7% | -14.7% | -11.5% |
| 6M | +38.9% | +140.9% | -101.9% | +20.6% |
| YTD | +34.0% | +236.0% | -202.0% | +11.0% |
| 1Y | +66.0% | +217.4% | -151.4% | +38.3% |
| 3Y | -6.2% | +188.7% | -194.9% | -24.3% |
| 5Y | -31.6% | -23.5% | -8.1% | -40.7% |
| All | +4.0% | -81.2% | +85.1% | -8.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling