+32.6%
NET vs JHX
-25.3%
+57.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +8.3% | -10.9% | -5.6% |
| 7D | -16.4% | +13.3% | -29.6% | -20.5% |
| 30D | -25.8% | +17.1% | -43.0% | -30.6% |
| 3M | -11.5% | +4.1% | -15.6% | -13.7% |
| 6M | +18.9% | +48.5% | -29.6% | -0.8% |
| YTD | +35.2% | +42.3% | -7.0% | +12.1% |
| 1Y | +14.5% | +47.4% | -32.9% | -7.1% |
| 3Y | +313.8% | +9.8% | +304.0% | +198.2% |
| 5Y | +32.6% | -25.4% | +57.9% | +10.2% |
| All | +32.6% | -25.3% | +57.9% | +10.2% |
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 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