+47.4%
JHX vs ARWR
+59.7%
-12.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.6% | +4.7% | +7.7% |
| 7D | +13.3% | +2.4% | +10.9% | +12.9% |
| 30D | +17.1% | -1.1% | +18.3% | +17.3% |
| 3M | +4.1% | -31.2% | +35.3% | +9.4% |
| 6M | +48.5% | -19.3% | +67.8% | +51.9% |
| YTD | +42.3% | -7.1% | +49.4% | +41.4% |
| 1Y | +47.4% | +62.9% | -15.5% | +43.1% |
| All | +47.4% | +59.7% | -12.3% | +43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 1y: compounded portfolio wealth divided by compounded ARWR 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…
1y analysis · Full analysis span regression · 6 months rolling