-31.4%
JHX vs NIO
-93.2%
+61.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.9% | +5.8% | +1.6% |
| 7D | -0.2% | -14.5% | +14.3% | +2.1% |
| 30D | +13.1% | -15.0% | +28.1% | +15.7% |
| 3M | -10.0% | -35.6% | +25.6% | -4.3% |
| 6M | +38.9% | -55.7% | +94.6% | +55.2% |
| YTD | +34.0% | -43.1% | +77.1% | +43.4% |
| 1Y | +66.0% | -53.5% | +119.5% | +82.4% |
| 3Y | -6.2% | -59.8% | +53.6% | -1.5% |
| All | -31.4% | -93.2% | +61.8% | -15.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling