-18.6%
NRG vs JHX
+56.2%
-74.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +2.6% | +3.9% | +5.6% |
| 7D | +7.1% | +1.5% | +5.6% | +6.6% |
| 30D | -1.4% | +7.2% | -8.6% | -3.4% |
| 3M | -10.5% | +29.9% | -40.4% | -17.7% |
| 6M | -26.7% | +35.4% | -62.1% | -34.6% |
| YTD | -24.5% | +46.5% | -71.0% | -32.5% |
| 1Y | -18.6% | +55.5% | -74.1% | -27.5% |
| All | -18.6% | +56.2% | -74.8% | -27.5% |
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