+627.0%
JHX vs ACWI
+344.2%
+282.7%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.2% | -3.3% | -3.5% |
| 7D | -3.7% | -0.7% | -3.0% | -2.9% |
| 30D | +14.8% | -2.0% | +16.8% | +17.6% |
| 3M | -8.5% | -2.2% | -6.4% | -6.0% |
| 6M | +39.2% | +1.9% | +37.3% | +37.1% |
| YTD | +37.0% | +12.0% | +25.0% | +22.2% |
| 1Y | +66.6% | +12.5% | +54.1% | +47.7% |
| 3Y | -2.7% | +75.4% | -78.1% | -47.3% |
| 5Y | -26.3% | +61.5% | -87.8% | -55.5% |
| 10Y | +121.5% | +227.1% | -105.6% | -34.5% |
| All | +627.0% | +344.2% | +282.7% | +70.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling