+2,291.2%
JHX vs SWK
+474.4%
+1,816.9%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.4% | -1.6% | -2.3% |
| 7D | +6.6% | +11.3% | -4.7% | +1.4% |
| 30D | +15.6% | +31.5% | -15.8% | +1.8% |
| 3M | -4.5% | +14.4% | -19.0% | -10.4% |
| 6M | +38.5% | +46.4% | -8.0% | +16.3% |
| YTD | +40.0% | +61.6% | -21.6% | +12.7% |
| 1Y | +67.0% | +78.7% | -11.8% | +28.2% |
| 3Y | -0.6% | +54.4% | -55.0% | -20.9% |
| 5Y | -26.1% | -25.3% | -0.8% | -22.1% |
| 10Y | +128.4% | +22.4% | +106.0% | +81.0% |
| All | +2,291.2% | +474.4% | +1,816.9% | +971.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling