+722.5%
SW vs JHX
+767.8%
-45.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.9% | -0.6% |
| 7D | +2.3% | +2.2% | +0.1% | +2.0% |
| 30D | +6.8% | +13.2% | -6.4% | +5.0% |
| 3M | -5.2% | -0.5% | -4.7% | -5.2% |
| 6M | +7.4% | +30.0% | -22.6% | +4.0% |
| YTD | +17.4% | +34.2% | -16.8% | +13.3% |
| 1Y | +27.1% | +60.6% | -33.5% | +20.3% |
| 3Y | +47.9% | +3.6% | +44.3% | +43.7% |
| 5Y | -2.6% | -30.5% | +27.9% | -3.9% |
| 10Y | +182.7% | +120.5% | +62.2% | +157.1% |
| All | +722.5% | +767.8% | -45.2% | +667.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling