+331.8%
ARKK vs JHX
+106.3%
+225.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.2% |
| 7D | -3.1% | -6.3% | +3.3% | -0.5% |
| 30D | +2.7% | -7.7% | +10.5% | +6.1% |
| 3M | +10.8% | +19.2% | -8.4% | +2.7% |
| 6M | +14.4% | +38.3% | -23.9% | -1.2% |
| YTD | +8.7% | +37.2% | -28.5% | -6.3% |
| 1Y | +6.7% | +42.3% | -35.5% | -10.3% |
| 3Y | +87.4% | -4.4% | +91.8% | +66.5% |
| 5Y | -29.5% | -26.4% | -3.1% | -32.0% |
| All | +331.8% | +106.3% | +225.5% | +164.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JHX.
Daily Out/Under-Performance
Portfolio return minus JHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JHX 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 JHX 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