+42.3%
JHX vs GWRE
-44.7%
+86.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +1.0% |
| 7D | -6.3% | -13.2% | +6.9% | -5.8% |
| 30D | -7.7% | -18.6% | +10.8% | -7.4% |
| 3M | +19.2% | +18.9% | +0.3% | +18.3% |
| 6M | +38.3% | -11.0% | +49.2% | +40.3% |
| YTD | +37.2% | -29.9% | +67.1% | +47.7% |
| 1Y | +42.3% | -44.3% | +86.6% | +60.5% |
| All | +42.3% | -44.7% | +86.9% | +60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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