+13.7%
JHX vs ABCL
-81.3%
+94.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.8% | +2.7% |
| 7D | +1.5% | +0.7% | +0.8% | +1.5% |
| 30D | +7.2% | +93.1% | -85.9% | -2.5% |
| 3M | +29.9% | +79.4% | -49.5% | +18.6% |
| 6M | +35.4% | +214.9% | -179.5% | +14.7% |
| YTD | +46.5% | +234.2% | -187.8% | +22.5% |
| 1Y | +55.5% | +174.8% | -119.2% | +32.0% |
| 3Y | -0.4% | +104.5% | -104.9% | -16.5% |
| 5Y | -23.3% | -39.0% | +15.7% | -32.5% |
| All | +13.7% | -81.3% | +94.9% | +0.5% |
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