+86.1%
ARM vs JHX
+56.2%
+29.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.6% | +1.4% | +2.8% |
| 7D | +5.5% | +1.5% | +3.9% | +4.8% |
| 30D | -8.2% | +7.2% | -15.3% | -11.1% |
| 3M | -35.9% | +29.9% | -65.9% | -43.8% |
| 6M | +103.1% | +35.4% | +67.8% | +66.5% |
| YTD | +130.6% | +46.5% | +84.2% | +88.0% |
| 1Y | +86.1% | +55.5% | +30.5% | +52.4% |
| All | +86.1% | +56.2% | +29.8% | +52.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling