+1,381.0%
NET vs JHX
+90.8%
+1,290.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +8.3% | -10.9% | -5.5% |
| 7D | -16.4% | +13.3% | -29.6% | -20.3% |
| 30D | -25.8% | +17.1% | -43.0% | -30.3% |
| 3M | -11.5% | +4.1% | -15.6% | -13.6% |
| 6M | +18.9% | +48.5% | -29.6% | +0.5% |
| YTD | +35.2% | +42.3% | -7.0% | +13.7% |
| 1Y | +14.5% | +47.4% | -32.9% | -5.6% |
| 3Y | +313.8% | +9.8% | +304.0% | +232.1% |
| 5Y | +32.6% | -25.4% | +57.9% | +19.4% |
| All | +1,381.0% | +90.8% | +1,290.2% | +948.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling