+2,220.4%
JHX vs GWW
+4,279.7%
-2,059.3%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.2% |
| 7D | -4.9% | -3.1% | -1.7% | -3.4% |
| 30D | -9.3% | -2.3% | -7.0% | -8.3% |
| 3M | +28.1% | -3.3% | +31.4% | +29.7% |
| 6M | +35.2% | +15.4% | +19.8% | +26.4% |
| YTD | +35.9% | +26.7% | +9.1% | +21.4% |
| 1Y | +42.5% | +29.0% | +13.6% | +26.4% |
| 3Y | -4.5% | +89.0% | -93.4% | -29.6% |
| 5Y | -27.1% | +221.8% | -248.9% | -58.5% |
| 10Y | +104.2% | +562.7% | -458.5% | -21.1% |
| All | +2,220.4% | +4,279.7% | -2,059.3% | +393.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling