+462.0%
SWKS vs JHX
+2,188.3%
-1,726.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.4% |
| 7D | +9.4% | -0.2% | +9.6% | +9.3% |
| 30D | +17.0% | +13.1% | +3.9% | +12.0% |
| 3M | +28.9% | -10.0% | +38.9% | +31.7% |
| 6M | +33.1% | +38.9% | -5.8% | +17.8% |
| YTD | +44.8% | +34.0% | +10.8% | +27.8% |
| 1Y | +36.2% | +66.0% | -29.8% | +12.2% |
| 3Y | +11.5% | -6.2% | +17.7% | +2.2% |
| 5Y | -37.1% | -31.6% | -5.5% | -37.9% |
| 10Y | +49.9% | +116.6% | -66.7% | -0.8% |
| All | +462.0% | +2,188.3% | -1,726.4% | +167.2% |
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