-27.2%
JHX vs NWSA
+40.0%
-67.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | -6.3% | -2.8% | -3.5% | -5.0% |
| 30D | -7.7% | +3.0% | -10.8% | -9.2% |
| 3M | +19.2% | +12.3% | +6.9% | +11.4% |
| 6M | +38.3% | +21.9% | +16.4% | +23.2% |
| YTD | +37.2% | +13.6% | +23.6% | +26.2% |
| 1Y | +42.3% | +0.5% | +41.8% | +39.5% |
| 3Y | -4.4% | +43.8% | -48.2% | -24.0% |
| All | -27.2% | +40.0% | -67.2% | -44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 5y: compounded portfolio wealth divided by compounded NWSA 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…
5y analysis · Full analysis span regression · 6 months rolling