+103.3%
JHX vs NIO
-38.5%
+141.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.1% | -2.1% | +0.7% |
| 7D | -6.3% | -2.9% | -3.4% | -6.0% |
| 30D | -7.7% | -18.7% | +11.0% | -5.7% |
| 3M | +19.2% | -29.4% | +48.6% | +23.4% |
| 6M | +38.3% | -32.5% | +70.8% | +43.4% |
| YTD | +37.2% | -27.6% | +64.9% | +40.8% |
| 1Y | +42.3% | -39.2% | +81.5% | +47.7% |
| 3Y | -4.4% | -64.3% | +59.9% | +0.5% |
| 5Y | -26.4% | -90.3% | +63.9% | -17.3% |
| All | +103.3% | -38.5% | +141.8% | +85.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 NIO 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