+134.6%
JHX vs SWK
+32.9%
+101.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.8% | +4.7% | +6.0% |
| 7D | +7.7% | +10.7% | -3.0% | +2.2% |
| 30D | +19.2% | +33.3% | -14.2% | +2.8% |
| 3M | -1.0% | +14.7% | -15.6% | -7.7% |
| 6M | +42.7% | +48.5% | -5.8% | +16.9% |
| YTD | +44.3% | +63.9% | -19.6% | +12.8% |
| 1Y | +72.2% | +80.4% | -8.2% | +28.3% |
| 3Y | +1.1% | +58.1% | -57.0% | -22.6% |
| 5Y | -23.6% | -24.5% | +0.9% | -20.1% |
| 10Y | +134.6% | +29.5% | +105.1% | +84.7% |
| All | +134.6% | +32.9% | +101.7% | +84.7% |
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