-27.2%
JHX vs TW
+19.5%
-46.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.1% |
| 7D | -6.3% | -4.5% | -1.8% | -5.6% |
| 30D | -7.7% | -2.3% | -5.5% | -7.4% |
| 3M | +19.2% | +2.6% | +16.6% | +18.3% |
| 6M | +38.3% | -17.5% | +55.8% | +42.7% |
| YTD | +37.2% | -5.3% | +42.5% | +36.6% |
| 1Y | +42.3% | -14.8% | +57.1% | +45.3% |
| 3Y | -4.4% | +18.8% | -23.2% | -16.2% |
| All | -27.2% | +19.5% | -46.7% | -41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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