+2,168.6%
JHX vs ACGL
+6,017.9%
-3,849.3%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.1% | -3.1% |
| 7D | -3.8% | -1.2% | -2.6% | -3.4% |
| 30D | +11.7% | +12.8% | -1.1% | +6.7% |
| 3M | -10.7% | +12.3% | -23.0% | -14.7% |
| 6M | +36.5% | +15.8% | +20.7% | +28.1% |
| YTD | +32.8% | +13.9% | +18.9% | +25.1% |
| 1Y | +62.5% | +19.0% | +43.5% | +50.4% |
| 3Y | -5.7% | +33.7% | -39.4% | -18.8% |
| 5Y | -32.2% | +173.4% | -205.6% | -57.9% |
| 10Y | +114.7% | +324.9% | -210.1% | +10.4% |
| All | +2,168.6% | +6,017.9% | -3,849.3% | +683.6% |
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