-32.2%
JHX vs ACGL
+176.7%
-208.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.1% | -3.1% |
| 7D | -3.8% | -1.2% | -2.6% | -3.5% |
| 30D | +11.7% | +12.8% | -1.1% | +8.5% |
| 3M | -10.7% | +12.3% | -23.0% | -13.2% |
| 6M | +36.5% | +15.8% | +20.7% | +31.1% |
| YTD | +32.8% | +13.9% | +18.9% | +27.9% |
| 1Y | +62.5% | +19.0% | +43.5% | +54.6% |
| 3Y | -5.7% | +33.7% | -39.4% | -14.3% |
| 5Y | -32.2% | +173.4% | -205.6% | -59.1% |
| All | -32.2% | +176.7% | -208.9% | -59.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling