+147.8%
SW vs JHX
+111.9%
+35.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.3% | +0.7% |
| 7D | -5.1% | +1.5% | -6.6% | -5.4% |
| 30D | -4.6% | +7.2% | -11.7% | -6.1% |
| 3M | +9.4% | +29.9% | -20.5% | +3.2% |
| 6M | +3.5% | +35.4% | -31.9% | -3.6% |
| YTD | +22.0% | +46.5% | -24.4% | +12.1% |
| 1Y | +2.2% | +55.5% | -53.3% | -7.3% |
| 3Y | +19.6% | -0.4% | +20.0% | +12.6% |
| 5Y | -2.3% | -23.3% | +21.0% | -7.2% |
| All | +147.8% | +111.9% | +35.9% | +95.0% |
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