+2,279.7%
JHX vs ARWR
+535.6%
+1,744.1%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.9% | -0.3% | -3.1% |
| 7D | +1.6% | -3.2% | +4.8% | +1.6% |
| 30D | -5.0% | -6.5% | +1.5% | -4.9% |
| 3M | +24.5% | +12.7% | +11.8% | +24.2% |
| 6M | +34.9% | +36.2% | -1.3% | +34.3% |
| YTD | +39.3% | +24.5% | +14.9% | +38.8% |
| 1Y | +48.6% | +198.0% | -149.4% | +46.3% |
| 3Y | -2.0% | +176.4% | -178.4% | -3.9% |
| 5Y | -24.4% | +26.6% | -51.0% | -25.4% |
| 10Y | +109.4% | +1,054.1% | -944.6% | +100.7% |
| All | +2,279.7% | +535.6% | +1,744.1% | +2,092.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling