+280.9%
JHX vs ARMK
+350.8%
-69.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.4% | +2.9% |
| 7D | +1.5% | -2.4% | +3.9% | +2.4% |
| 30D | +7.2% | 0.0% | +7.1% | +7.0% |
| 3M | +29.9% | +6.7% | +23.3% | +26.7% |
| 6M | +35.4% | +38.8% | -3.4% | +19.7% |
| YTD | +46.5% | +55.2% | -8.7% | +24.2% |
| 1Y | +55.5% | +46.6% | +8.9% | +34.6% |
| 3Y | -0.4% | +112.9% | -113.3% | -25.7% |
| 5Y | -23.3% | +144.0% | -167.3% | -45.8% |
| 10Y | +111.1% | +132.4% | -21.3% | +42.6% |
| All | +280.9% | +350.8% | -69.9% | +126.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling