+789.1%
NOW vs JHX
+106.3%
+682.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.7% |
| 7D | -6.2% | -6.3% | +0.1% | -4.3% |
| 30D | +6.1% | -7.7% | +13.8% | +8.6% |
| 3M | +28.6% | +19.2% | +9.4% | +21.5% |
| 6M | +14.6% | +38.3% | -23.7% | +1.8% |
| YTD | -13.5% | +37.2% | -50.7% | -23.7% |
| 1Y | -29.4% | +42.3% | -71.7% | -39.0% |
| 3Y | +9.4% | -4.4% | +13.8% | -3.1% |
| 5Y | +2.3% | -26.4% | +28.6% | -2.8% |
| All | +789.1% | +106.3% | +682.9% | +427.1% |
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