+199.6%
ARM vs JHX
-3.1%
+202.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.9% | -5.5% | -5.0% |
| 7D | +9.1% | -0.2% | +9.3% | +9.1% |
| 30D | -19.9% | +13.1% | -33.0% | -24.3% |
| 3M | -31.6% | -10.0% | -21.6% | -29.2% |
| 6M | -13.9% | +38.9% | -52.8% | -25.9% |
| YTD | +74.3% | +34.0% | +40.3% | +51.5% |
| 1Y | +35.8% | +66.0% | -30.2% | +8.7% |
| 3Y | +268.6% | -6.2% | +274.8% | +245.6% |
| All | +199.6% | -3.1% | +202.7% | +194.1% |
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