+60.5%
SWKS vs JHX
+106.3%
-45.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.0% | +4.1% | +4.8% |
| 7D | +19.4% | -6.3% | +25.7% | +22.0% |
| 30D | +26.8% | -7.7% | +34.5% | +30.1% |
| 3M | +21.5% | +19.2% | +2.3% | +13.0% |
| 6M | +61.0% | +38.3% | +22.7% | +39.6% |
| YTD | +42.2% | +37.2% | +5.0% | +23.2% |
| 1Y | +22.1% | +42.3% | -20.1% | +3.4% |
| 3Y | -0.9% | -4.4% | +3.5% | -12.4% |
| 5Y | -42.6% | -26.4% | -16.3% | -45.2% |
| All | +60.5% | +106.3% | -45.7% | -3.8% |
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