-14.1%
SWKS vs JHX
-3.0%
-11.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.2% | +4.7% | +2.2% |
| 7D | +6.8% | +1.6% | +5.2% | +6.4% |
| 30D | +11.3% | -5.0% | +16.3% | +12.4% |
| 3M | +4.1% | +24.5% | -20.4% | -1.4% |
| 6M | +39.7% | +34.9% | +4.8% | +28.7% |
| YTD | +23.2% | +39.3% | -16.1% | +12.5% |
| 1Y | +5.3% | +48.6% | -43.3% | -5.9% |
| All | -14.1% | -3.0% | -11.1% | -17.9% |
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 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