+493.2%
JHX vs ACM
+228.1%
+265.1%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.4% |
| 7D | +4.5% | -0.3% | +4.8% | +4.7% |
| 30D | -1.2% | -12.9% | +11.7% | +4.0% |
| 3M | +32.8% | -6.4% | +39.1% | +35.6% |
| 6M | +41.2% | -29.2% | +70.4% | +61.7% |
| YTD | +43.9% | -29.9% | +73.8% | +64.3% |
| 1Y | +48.0% | -47.3% | +95.3% | +89.4% |
| 3Y | +1.2% | -19.6% | +20.8% | +7.9% |
| 5Y | -22.6% | +5.5% | -28.1% | -26.8% |
| 10Y | +111.5% | +129.7% | -18.2% | +38.0% |
| All | +493.2% | +228.1% | +265.1% | +190.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling