-27.3%
NRG vs JHX
+43.8%
-71.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.3% |
| 7D | -4.7% | -6.3% | +1.6% | -2.7% |
| 30D | -6.0% | -7.7% | +1.8% | -3.5% |
| 3M | -8.0% | +19.2% | -27.1% | -13.2% |
| 6M | -23.2% | +38.3% | -61.4% | -31.7% |
| YTD | -28.1% | +37.2% | -65.3% | -34.5% |
| 1Y | -27.3% | +42.3% | -69.5% | -34.3% |
| All | -27.3% | +43.8% | -71.1% | -34.3% |
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