+183.7%
JHX vs ARES
+1,142.5%
-958.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.1% | -0.1% | -2.1% |
| 7D | +1.6% | -2.7% | +4.3% | +2.6% |
| 30D | -5.0% | -2.4% | -2.6% | -4.2% |
| 3M | +24.5% | +3.9% | +20.5% | +22.3% |
| 6M | +34.9% | +26.4% | +8.5% | +22.6% |
| YTD | +39.3% | -14.9% | +54.2% | +44.8% |
| 1Y | +48.6% | -20.4% | +69.0% | +57.5% |
| 3Y | -2.0% | +38.8% | -40.8% | -17.7% |
| 5Y | -24.4% | +97.0% | -121.4% | -45.6% |
| 10Y | +109.4% | +999.8% | -890.4% | -5.7% |
| All | +183.7% | +1,142.5% | -958.8% | +21.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling