+1,713.6%
NOC vs JHX
+2,220.4%
-506.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.5% | +3.1% | +1.0% |
| 7D | -1.8% | -4.9% | +3.1% | -1.1% |
| 30D | -9.4% | -9.3% | -0.1% | -8.3% |
| 3M | -3.8% | +28.1% | -31.9% | -7.4% |
| 6M | -28.8% | +35.2% | -64.0% | -32.3% |
| YTD | -7.9% | +35.9% | -43.7% | -12.7% |
| 1Y | -9.0% | +42.5% | -51.6% | -14.6% |
| 3Y | +29.1% | -4.5% | +33.5% | +22.5% |
| 5Y | +58.9% | -27.1% | +86.0% | +54.2% |
| 10Y | +191.2% | +104.2% | +87.0% | +127.8% |
| All | +1,713.6% | +2,220.4% | -506.9% | +882.9% |
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 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