+1,581.2%
HWM vs JHX
+121.4%
+1,459.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.2% | +3.7% | +1.6% |
| 7D | -8.0% | +1.6% | -9.6% | -8.5% |
| 30D | -18.0% | -5.0% | -13.0% | -16.7% |
| 3M | -9.5% | +24.5% | -34.0% | -16.8% |
| 6M | -8.4% | +34.9% | -43.3% | -18.9% |
| YTD | +13.6% | +39.3% | -25.7% | -0.8% |
| 1Y | +30.2% | +48.6% | -18.3% | +10.2% |
| 3Y | +392.2% | -2.0% | +394.3% | +324.8% |
| 5Y | +645.2% | -24.4% | +669.6% | +603.3% |
| All | +1,581.2% | +121.4% | +1,459.8% | +813.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JHX.
Daily Out/Under-Performance
Portfolio return minus JHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JHX 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 JHX 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