+101.6%
JHX vs NLY
+81.8%
+19.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.4% | +1.2% |
| 7D | -6.3% | -4.0% | -2.3% | -4.3% |
| 30D | -7.7% | -5.2% | -2.5% | -5.1% |
| 3M | +19.2% | +2.8% | +16.3% | +17.8% |
| 6M | +38.3% | +4.2% | +34.1% | +36.5% |
| YTD | +37.2% | +4.7% | +32.5% | +35.1% |
| 1Y | +42.3% | +12.7% | +29.5% | +35.0% |
| 3Y | -4.4% | +62.5% | -66.9% | -23.3% |
| 5Y | -26.4% | +26.3% | -52.7% | -35.4% |
| All | +101.6% | +81.8% | +19.8% | +60.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling