-27.2%
JHX vs AWK
-17.6%
-9.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.5% |
| 7D | -6.3% | -2.1% | -4.2% | -5.6% |
| 30D | -7.7% | +2.1% | -9.8% | -8.5% |
| 3M | +19.2% | +11.4% | +7.8% | +14.6% |
| 6M | +38.3% | +3.9% | +34.4% | +35.7% |
| YTD | +37.2% | +7.7% | +29.5% | +32.4% |
| 1Y | +42.3% | +1.3% | +41.0% | +40.4% |
| 3Y | -4.4% | +7.2% | -11.6% | -11.0% |
| All | -27.2% | -17.6% | -9.6% | -29.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling