+189.8%
NOC vs JHX
+106.3%
+83.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.1% |
| 7D | +0.8% | -6.3% | +7.1% | +1.5% |
| 30D | -9.7% | -7.7% | -2.0% | -9.0% |
| 3M | -5.6% | +19.2% | -24.8% | -7.7% |
| 6M | -28.6% | +38.3% | -66.9% | -31.6% |
| YTD | -7.9% | +37.2% | -45.1% | -11.9% |
| 1Y | -9.5% | +42.3% | -51.8% | -14.0% |
| 3Y | +28.4% | -4.4% | +32.8% | +22.3% |
| 5Y | +59.0% | -26.4% | +85.3% | +56.2% |
| All | +189.8% | +106.3% | +83.6% | +121.9% |
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