-27.2%
JHX vs ACM
+1.2%
-28.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.5% |
| 7D | -6.3% | -4.6% | -1.7% | -4.0% |
| 30D | -7.7% | +4.1% | -11.8% | -9.8% |
| 3M | +19.2% | -8.3% | +27.5% | +23.3% |
| 6M | +38.3% | -30.1% | +68.3% | +64.8% |
| YTD | +37.2% | -32.6% | +69.8% | +64.8% |
| 1Y | +42.3% | -49.6% | +91.9% | +100.3% |
| 3Y | -4.4% | -23.0% | +18.6% | +1.8% |
| All | -27.2% | +1.2% | -28.4% | -35.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling