+1,258.4%
NET vs JHX
+85.2%
+1,173.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -2.9% | -5.4% | -7.3% |
| 7D | -21.2% | +6.4% | -27.6% | -23.1% |
| 30D | -31.1% | +12.3% | -43.4% | -34.2% |
| 3M | -16.5% | +1.1% | -17.6% | -17.6% |
| 6M | 0.0% | +42.2% | -42.2% | -14.1% |
| YTD | +24.0% | +38.1% | -14.1% | +5.5% |
| 1Y | +7.0% | +54.9% | -47.9% | -13.5% |
| 3Y | +279.6% | +6.6% | +272.9% | +208.0% |
| 5Y | +24.0% | -28.5% | +52.4% | +13.3% |
| All | +1,258.4% | +85.2% | +1,173.2% | +872.7% |
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