-4.4%
JHX vs NTR
+36.8%
-41.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.0% |
| 7D | -6.3% | -1.3% | -5.0% | -6.1% |
| 30D | -7.7% | +16.8% | -24.5% | -10.0% |
| 3M | +19.2% | +20.7% | -1.6% | +15.3% |
| 6M | +38.3% | +0.5% | +37.7% | +38.1% |
| YTD | +37.2% | +29.2% | +8.0% | +27.0% |
| 1Y | +42.3% | +39.6% | +2.7% | +27.9% |
| 3Y | -4.4% | +37.9% | -42.3% | -15.8% |
| All | -4.4% | +36.8% | -41.2% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 3y: compounded portfolio wealth divided by compounded NTR 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…
3y analysis · Full analysis span regression · 6 months rolling