-31.4%
JHX vs ARWR
-34.9%
+3.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.5% | +0.7% |
| 7D | -0.2% | -17.8% | +17.7% | +2.5% |
| 30D | +13.1% | -18.1% | +31.2% | +16.1% |
| 3M | -10.0% | -44.2% | +34.2% | -2.1% |
| 6M | +38.9% | -38.6% | +77.6% | +48.1% |
| YTD | +34.0% | -28.0% | +62.0% | +38.5% |
| 1Y | +66.0% | +16.1% | +49.8% | +57.8% |
| 3Y | -6.2% | +84.0% | -90.2% | -23.9% |
| All | -31.4% | -34.9% | +3.5% | -40.3% |
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