+47.4%
JHX vs AWK
+20.7%
+26.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.2% | +6.1% | +8.1% |
| 7D | +13.3% | +7.0% | +6.2% | +12.8% |
| 30D | +17.1% | +17.0% | +0.1% | +16.5% |
| 3M | +4.1% | +12.4% | -8.3% | +3.6% |
| 6M | +48.5% | +19.6% | +28.9% | +48.8% |
| YTD | +42.3% | +17.0% | +25.2% | +41.9% |
| 1Y | +47.4% | +20.0% | +27.4% | +48.5% |
| All | +47.4% | +20.7% | +26.7% | +48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 1y: compounded portfolio wealth divided by compounded AWK 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…
1y analysis · Full analysis span regression · 6 months rolling