+111.8%
JHX vs ACGL
+324.4%
-212.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.5% | +0.7% |
| 7D | -0.2% | +2.2% | -2.4% | -1.2% |
| 30D | +13.1% | +12.3% | +0.8% | +7.3% |
| 3M | -10.0% | +11.8% | -21.8% | -14.6% |
| 6M | +38.9% | +17.5% | +21.5% | +27.9% |
| YTD | +34.0% | +14.3% | +19.7% | +24.5% |
| 1Y | +66.0% | +18.2% | +47.8% | +51.8% |
| 3Y | -6.2% | +33.2% | -39.4% | -22.1% |
| 5Y | -31.6% | +174.3% | -205.9% | -64.0% |
| All | +111.8% | +324.4% | -212.6% | -5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 10y: compounded portfolio wealth divided by compounded ACGL 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…
10y analysis · Full analysis span regression · 6 months rolling