-9.7%
NOC vs JHX
+56.2%
-66.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.6% | -5.1% | -2.7% |
| 7D | -5.2% | +1.5% | -6.7% | -5.3% |
| 30D | -7.2% | +7.2% | -14.4% | -7.7% |
| 3M | -5.1% | +29.9% | -35.0% | -7.3% |
| 6M | -31.1% | +35.4% | -66.4% | -32.6% |
| YTD | -8.6% | +46.5% | -55.0% | -12.7% |
| 1Y | -9.7% | +55.5% | -65.3% | -13.3% |
| All | -9.7% | +56.2% | -66.0% | -13.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling