+610.8%
JHX vs ACWI
+340.5%
+270.4%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.1% | +1.2% |
| 7D | -0.2% | +2.4% | -2.6% | -2.8% |
| 30D | +13.1% | -1.7% | +14.8% | +15.4% |
| 3M | -10.0% | -3.9% | -6.1% | -5.6% |
| 6M | +38.9% | +0.8% | +38.1% | +38.6% |
| YTD | +34.0% | +11.0% | +22.9% | +20.6% |
| 1Y | +66.0% | +13.1% | +52.9% | +46.3% |
| 3Y | -6.2% | +73.9% | -80.1% | -48.6% |
| 5Y | -31.6% | +59.0% | -90.6% | -58.0% |
| 10Y | +116.6% | +224.4% | -107.8% | -35.3% |
| All | +610.8% | +340.5% | +270.4% | +68.3% |
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