+274.3%
JHX vs ARMK
+357.2%
-82.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.2% | -2.3% |
| 7D | +4.5% | +1.7% | +2.8% | +3.9% |
| 30D | -1.2% | +3.1% | -4.3% | -2.5% |
| 3M | +32.8% | +9.2% | +23.5% | +28.3% |
| 6M | +41.2% | +43.7% | -2.5% | +23.2% |
| YTD | +43.9% | +57.4% | -13.5% | +21.4% |
| 1Y | +48.0% | +51.9% | -3.8% | +26.5% |
| 3Y | +1.2% | +125.4% | -124.2% | -26.1% |
| 5Y | -22.6% | +149.1% | -171.7% | -45.7% |
| 10Y | +111.5% | +135.4% | -24.0% | +42.1% |
| All | +274.3% | +357.2% | -82.9% | +121.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded ARMK 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling