+1,065.2%
NRG vs JHX
+106.3%
+958.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.4% |
| 7D | -4.7% | -6.3% | +1.6% | -3.0% |
| 30D | -6.0% | -7.7% | +1.8% | -3.8% |
| 3M | -8.0% | +19.2% | -27.1% | -12.5% |
| 6M | -23.2% | +38.3% | -61.4% | -30.3% |
| YTD | -28.1% | +37.2% | -65.3% | -34.5% |
| 1Y | -27.3% | +42.3% | -69.5% | -34.9% |
| 3Y | +208.7% | -4.4% | +213.1% | +183.7% |
| 5Y | +197.7% | -26.4% | +224.0% | +186.5% |
| All | +1,065.2% | +106.3% | +958.9% | +659.4% |
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