-30.4%
JHX vs SWK
-25.5%
-5.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.5% | -2.6% |
| 7D | +2.2% | +11.0% | -8.8% | -3.3% |
| 30D | +13.2% | +30.1% | -16.9% | -1.3% |
| 3M | -0.5% | +14.7% | -15.2% | -7.4% |
| 6M | +30.0% | +44.5% | -14.5% | +7.8% |
| YTD | +34.2% | +59.4% | -25.2% | +6.3% |
| 1Y | +60.6% | +77.5% | -16.9% | +21.0% |
| 3Y | +3.6% | +49.5% | -45.9% | -18.8% |
| All | -30.4% | -25.5% | -5.0% | -32.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling