+11.3%
NEE vs JHX
-27.7%
+39.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.3% |
| 7D | -1.3% | -6.3% | +5.0% | -0.5% |
| 30D | -3.3% | -7.7% | +4.4% | -2.3% |
| 3M | -2.3% | +19.2% | -21.4% | -4.8% |
| 6M | -8.9% | +38.3% | -47.1% | -13.5% |
| YTD | +4.8% | +37.2% | -32.4% | -0.7% |
| 1Y | +18.7% | +42.3% | -23.6% | +11.6% |
| 3Y | +33.2% | -4.4% | +37.6% | +26.3% |
| All | +11.3% | -27.7% | +39.0% | +9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling