+60.6%
JHX vs NLY
-1.3%
+61.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.2% |
| 7D | +2.2% | +2.9% | -0.6% | -1.0% |
| 30D | +13.2% | +4.6% | +8.6% | +7.4% |
| 3M | -0.5% | -14.1% | +13.5% | +19.9% |
| 6M | +30.0% | -10.7% | +40.8% | +49.7% |
| YTD | +34.2% | -7.0% | +41.2% | +49.4% |
| 1Y | +60.6% | -0.7% | +61.3% | +70.7% |
| All | +60.6% | -1.3% | +61.9% | +70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 1y: compounded portfolio wealth divided by compounded NLY 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…
1y analysis · Full analysis span regression · 6 months rolling