+111.5%
JHX vs SWK
+0.7%
+110.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.8% | +1.1% | -0.3% |
| 7D | +4.5% | +0.1% | +4.4% | +4.4% |
| 30D | -1.2% | -8.9% | +7.7% | +3.6% |
| 3M | +32.8% | +20.5% | +12.3% | +21.0% |
| 6M | +41.2% | +27.1% | +14.1% | +25.9% |
| YTD | +43.9% | +30.2% | +13.7% | +26.6% |
| 1Y | +48.0% | +24.8% | +23.3% | +32.1% |
| 3Y | +1.2% | +16.3% | -15.1% | -9.6% |
| 5Y | -22.6% | -40.1% | +17.5% | -8.9% |
| 10Y | +111.5% | +0.8% | +110.7% | +77.1% |
| All | +111.5% | +0.7% | +110.8% | +77.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling