-49.7%
NRG vs JHX
+44.7%
-94.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +8.3% | -21.8% | -15.8% |
| 7D | -13.7% | +13.3% | -27.0% | -17.3% |
| 30D | -13.6% | +17.1% | -30.7% | -18.2% |
| 3M | -28.5% | +4.1% | -32.6% | -29.5% |
| 6M | -45.8% | +48.5% | -94.3% | -53.2% |
| YTD | -46.9% | +42.3% | -89.2% | -52.6% |
| 1Y | -49.7% | +47.4% | -97.1% | -55.1% |
| All | -49.7% | +44.7% | -94.4% | -55.1% |
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 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