+625.8%
NTAP vs JHX
+106.3%
+519.5%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.0% | +7.5% | +8.3% |
| 7D | +7.4% | -6.3% | +13.7% | +9.3% |
| 30D | -1.4% | -7.7% | +6.4% | +0.7% |
| 3M | +24.6% | +19.2% | +5.4% | +17.9% |
| 6M | +105.9% | +38.3% | +67.6% | +84.5% |
| YTD | +88.5% | +37.2% | +51.3% | +69.0% |
| 1Y | +62.1% | +42.3% | +19.8% | +42.7% |
| 3Y | +169.1% | -4.4% | +173.5% | +143.7% |
| 5Y | +141.9% | -26.4% | +168.2% | +132.4% |
| All | +625.8% | +106.3% | +519.5% | +346.0% |
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