+47.4%
JHX vs SWK
+87.6%
-40.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +13.1% | -4.8% | -1.7% |
| 7D | +13.3% | +17.9% | -4.6% | -0.4% |
| 30D | +17.1% | +31.9% | -14.8% | -5.8% |
| 3M | +4.1% | +16.6% | -12.5% | -7.8% |
| 6M | +48.5% | +61.1% | -12.6% | +2.4% |
| YTD | +42.3% | +64.2% | -21.9% | -2.7% |
| 1Y | +47.4% | +85.2% | -37.8% | -2.4% |
| All | +47.4% | +87.6% | -40.3% | -2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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