-4.4%
JHX vs ARES
+35.4%
-39.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.7% |
| 7D | -6.3% | -6.1% | -0.2% | -4.1% |
| 30D | -7.7% | -7.5% | -0.2% | -5.1% |
| 3M | +19.2% | +0.1% | +19.1% | +18.8% |
| 6M | +38.3% | +30.3% | +8.0% | +24.6% |
| YTD | +37.2% | -16.6% | +53.8% | +44.8% |
| 1Y | +42.3% | -26.1% | +68.4% | +57.2% |
| 3Y | -4.4% | +36.4% | -40.8% | -24.6% |
| All | -4.4% | +35.4% | -39.8% | -24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ARES.
Daily Out/Under-Performance
Portfolio return minus ARES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARES 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 3y: compounded portfolio wealth divided by compounded ARES 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…
3y analysis · Full analysis span regression · 6 months rolling