-24.0%
NKE vs JHX
+106.3%
-130.3%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.2% |
| 7D | -4.2% | -6.3% | +2.2% | -2.4% |
| 30D | -8.2% | -7.7% | -0.4% | -6.2% |
| 3M | -19.1% | +19.2% | -38.3% | -23.5% |
| 6M | -32.6% | +38.3% | -70.9% | -39.5% |
| YTD | -40.7% | +37.2% | -77.9% | -46.8% |
| 1Y | -48.9% | +42.3% | -91.1% | -54.9% |
| 3Y | -59.2% | -4.4% | -54.8% | -62.8% |
| 5Y | -75.3% | -26.4% | -49.0% | -76.3% |
| All | -24.0% | +106.3% | -130.3% | -51.2% |
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