+1,449.6%
NET vs JHX
+96.4%
+1,353.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.6% | -4.5% | -2.9% |
| 7D | -7.0% | +1.5% | -8.5% | -7.5% |
| 30D | -4.8% | +7.2% | -12.0% | -7.2% |
| 3M | +3.8% | +29.9% | -26.1% | -6.1% |
| 6M | +50.0% | +35.4% | +14.7% | +30.8% |
| YTD | +41.5% | +46.5% | -5.0% | +18.7% |
| 1Y | +32.8% | +55.5% | -22.7% | +7.5% |
| 3Y | +335.9% | -0.4% | +336.3% | +273.9% |
| 5Y | +113.8% | -23.3% | +137.1% | +92.4% |
| All | +1,449.6% | +96.4% | +1,353.1% | +995.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling