+624.4%
JHX vs AWK
+963.1%
-338.8%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.1% | -2.3% |
| 7D | -4.9% | -0.7% | -4.1% | -4.5% |
| 30D | -9.3% | +2.8% | -12.1% | -10.5% |
| 3M | +28.1% | +11.3% | +16.8% | +21.5% |
| 6M | +35.2% | +6.7% | +28.5% | +30.1% |
| YTD | +35.9% | +9.4% | +26.5% | +28.7% |
| 1Y | +42.5% | +3.7% | +38.8% | +38.0% |
| 3Y | -4.5% | +9.2% | -13.7% | -12.3% |
| 5Y | -27.1% | -15.7% | -11.4% | -24.5% |
| 10Y | +104.2% | +135.3% | -31.0% | +23.6% |
| All | +624.4% | +963.1% | -338.8% | +87.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling