+101.6%
JHX vs ARWR
+1,081.9%
-980.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | -6.3% | -4.0% | -2.3% | -5.9% |
| 30D | -7.7% | -5.0% | -2.7% | -7.2% |
| 3M | +19.2% | +11.3% | +7.8% | +17.1% |
| 6M | +38.3% | +42.6% | -4.3% | +31.8% |
| YTD | +37.2% | +24.8% | +12.4% | +32.6% |
| 1Y | +42.3% | +178.8% | -136.5% | +23.9% |
| 3Y | -4.4% | +183.3% | -187.7% | -20.9% |
| 5Y | -26.4% | +29.5% | -55.8% | -36.2% |
| All | +101.6% | +1,081.9% | -980.3% | +43.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling