-27.2%
JHX vs ARMK
+160.7%
-187.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.2% | -2.2% | -0.6% |
| 7D | -6.3% | +3.1% | -9.4% | -7.8% |
| 30D | -7.7% | -2.8% | -5.0% | -6.4% |
| 3M | +19.2% | +7.6% | +11.6% | +14.3% |
| 6M | +38.3% | +47.9% | -9.6% | +12.0% |
| YTD | +37.2% | +60.0% | -22.8% | +6.6% |
| 1Y | +42.3% | +52.2% | -10.0% | +13.2% |
| 3Y | -4.4% | +131.4% | -135.8% | -41.6% |
| All | -27.2% | +160.7% | -187.8% | -58.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling