+329.7%
JHX vs NWSA
+120.6%
+209.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.1% |
| 7D | -4.9% | -4.8% | -0.1% | -2.6% |
| 30D | -9.3% | +3.0% | -12.3% | -10.7% |
| 3M | +28.1% | +9.3% | +18.8% | +21.5% |
| 6M | +35.2% | +23.2% | +12.0% | +20.7% |
| YTD | +35.9% | +13.3% | +22.5% | +25.6% |
| 1Y | +42.5% | +2.9% | +39.6% | +37.7% |
| 3Y | -4.5% | +43.3% | -47.8% | -22.1% |
| 5Y | -27.1% | +40.9% | -68.0% | -41.5% |
| 10Y | +104.2% | +148.1% | -43.9% | +13.3% |
| All | +329.7% | +120.6% | +209.1% | +144.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling