+2,401.5%
JHX vs ACGL
+5,394.0%
-2,992.5%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.7% | +4.3% | +3.2% |
| 7D | +1.5% | -0.7% | +2.3% | +1.8% |
| 30D | +7.2% | -1.0% | +8.2% | +7.5% |
| 3M | +29.9% | +11.0% | +18.9% | +24.2% |
| 6M | +35.4% | -0.3% | +35.7% | +34.7% |
| YTD | +46.5% | +2.3% | +44.2% | +43.9% |
| 1Y | +55.5% | +6.4% | +49.2% | +50.1% |
| 3Y | -0.4% | +34.0% | -34.4% | -15.0% |
| 5Y | -23.3% | +161.6% | -185.0% | -51.7% |
| 10Y | +111.1% | +278.6% | -167.4% | +13.5% |
| All | +2,401.5% | +5,394.0% | -2,992.5% | +801.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling