+66.8%
JHX vs ACI
+18.9%
+47.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.4% | -0.8% | -2.9% |
| 7D | +1.6% | -5.0% | +6.6% | +2.2% |
| 30D | -5.0% | -2.3% | -2.7% | -4.8% |
| 3M | +24.5% | -23.2% | +47.6% | +27.6% |
| 6M | +34.9% | -29.5% | +64.4% | +39.5% |
| YTD | +39.3% | -28.6% | +67.9% | +43.6% |
| 1Y | +48.6% | -34.0% | +82.6% | +54.5% |
| 3Y | -2.0% | -45.0% | +42.9% | +4.0% |
| 5Y | -24.4% | -44.0% | +19.6% | -21.3% |
| All | +66.8% | +18.9% | +47.9% | +62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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