+47.4%
JHX vs ACM
-46.6%
+93.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.9% | +5.3% | +7.5% |
| 7D | +13.3% | +9.5% | +3.8% | +10.5% |
| 30D | +17.1% | +14.7% | +2.4% | +12.9% |
| 3M | +4.1% | -9.5% | +13.6% | +6.0% |
| 6M | +48.5% | -18.0% | +66.5% | +52.9% |
| YTD | +42.3% | -27.3% | +69.5% | +48.9% |
| 1Y | +47.4% | -47.0% | +94.4% | +45.5% |
| All | +47.4% | -46.6% | +93.9% | +45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1y: compounded portfolio wealth divided by compounded ACM 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…
1y analysis · Full analysis span regression · 6 months rolling