+42.3%
JHX vs GWW
+29.1%
+13.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.6% |
| 7D | -6.3% | -3.4% | -3.0% | -4.3% |
| 30D | -7.7% | -1.9% | -5.8% | -6.7% |
| 3M | +19.2% | -2.4% | +21.6% | +20.0% |
| 6M | +38.3% | +15.7% | +22.5% | +21.7% |
| YTD | +37.2% | +27.6% | +9.6% | +10.1% |
| 1Y | +42.3% | +27.2% | +15.1% | +15.1% |
| All | +42.3% | +29.1% | +13.2% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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