+111.8%
JHX vs ACWI
+224.5%
-112.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.1% | +1.2% |
| 7D | -0.2% | +2.4% | -2.6% | -3.3% |
| 30D | +13.1% | -1.7% | +14.8% | +15.7% |
| 3M | -10.0% | -3.9% | -6.1% | -4.9% |
| 6M | +38.9% | +0.8% | +38.1% | +38.3% |
| YTD | +34.0% | +11.0% | +22.9% | +18.3% |
| 1Y | +66.0% | +13.1% | +52.9% | +43.0% |
| 3Y | -6.2% | +73.9% | -80.1% | -53.8% |
| 5Y | -31.6% | +59.0% | -90.6% | -61.7% |
| All | +111.8% | +224.5% | -112.7% | -49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 10y: compounded portfolio wealth divided by compounded ACWI 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…
10y analysis · Full analysis span regression · 6 months rolling