-24.4%
JHX vs ACGL
+152.7%
-177.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.4% | -3.6% | -3.3% |
| 7D | +1.6% | -2.1% | +3.7% | +2.1% |
| 30D | -5.0% | -2.2% | -2.8% | -4.5% |
| 3M | +24.5% | +6.3% | +18.1% | +22.1% |
| 6M | +34.9% | +0.5% | +34.4% | +34.2% |
| YTD | +39.3% | +0.2% | +39.1% | +38.5% |
| 1Y | +48.6% | +7.3% | +41.3% | +44.7% |
| 3Y | -2.0% | +30.8% | -32.9% | -12.5% |
| 5Y | -24.4% | +155.8% | -180.2% | -53.9% |
| All | -24.4% | +152.7% | -177.1% | -53.9% |
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