+48.0%
JHX vs SWK
+24.6%
+23.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +5.6% |
| 3M | +32.8% | +20.5% | +12.3% | +16.2% |
| 6M | +41.2% | +27.1% | +14.1% | +18.5% |
| YTD | +43.9% | +30.2% | +13.7% | +20.5% |
| 1Y | +48.0% | +24.8% | +23.3% | +23.8% |
| All | +48.0% | +24.6% | +23.4% | +23.8% |
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