+117.0%
JHX vs NIO
-36.7%
+153.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.6% | +4.1% | +2.7% |
| 7D | +1.5% | -13.0% | +14.6% | +3.0% |
| 30D | +7.2% | -18.3% | +25.4% | +9.4% |
| 3M | +29.9% | -33.2% | +63.1% | +35.3% |
| 6M | +35.4% | -21.5% | +56.9% | +37.9% |
| YTD | +46.5% | -25.5% | +71.9% | +49.8% |
| 1Y | +55.5% | -38.0% | +93.5% | +60.9% |
| 3Y | -0.4% | -65.5% | +65.0% | +5.0% |
| 5Y | -23.3% | -90.6% | +67.3% | -13.8% |
| All | +117.0% | -36.7% | +153.7% | +97.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling