-27.2%
JHX vs ARWR
+29.9%
-57.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | -6.3% | -4.0% | -2.3% | -5.7% |
| 30D | -7.7% | -5.0% | -2.7% | -7.0% |
| 3M | +19.2% | +11.3% | +7.8% | +16.5% |
| 6M | +38.3% | +42.6% | -4.3% | +29.7% |
| YTD | +37.2% | +24.8% | +12.4% | +31.0% |
| 1Y | +42.3% | +178.8% | -136.5% | +18.0% |
| 3Y | -4.4% | +183.3% | -187.7% | -27.0% |
| All | -27.2% | +29.9% | -57.1% | -42.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling