+40.1%
SW vs JHX
-4.9%
+45.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.2% |
| 7D | -2.9% | -0.2% | -2.8% | -3.0% |
| 30D | +5.0% | +13.1% | -8.1% | +0.6% |
| 3M | -13.7% | -10.0% | -3.7% | -10.9% |
| 6M | +8.0% | +38.9% | -30.9% | -2.7% |
| YTD | +14.0% | +34.0% | -20.0% | +3.7% |
| 1Y | +25.6% | +66.0% | -40.3% | +8.7% |
| 3Y | +40.1% | -6.2% | +46.4% | +18.3% |
| All | +40.1% | -4.9% | +45.0% | +18.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling