+182.3%
SW vs JHX
+122.6%
+59.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.2% |
| 7D | -2.6% | -3.7% | +1.1% | -1.8% |
| 30D | +7.2% | +14.8% | -7.6% | +3.7% |
| 3M | -10.5% | -8.5% | -1.9% | -8.8% |
| 6M | +9.9% | +39.2% | -29.4% | +1.9% |
| YTD | +17.2% | +37.0% | -19.8% | +9.1% |
| 1Y | +26.5% | +66.6% | -40.2% | +13.4% |
| 3Y | +47.7% | -2.7% | +50.4% | +40.3% |
| 5Y | +0.2% | -26.3% | +26.5% | -3.8% |
| 10Y | +182.3% | +121.5% | +60.8% | +126.9% |
| All | +182.3% | +122.6% | +59.7% | +126.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JHX.
Daily Out/Under-Performance
Portfolio return minus JHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JHX 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 JHX 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