-4.4%
JHX vs NTRA
+507.7%
-512.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.8% |
| 7D | -6.3% | +0.2% | -6.5% | -6.4% |
| 30D | -7.7% | +4.1% | -11.8% | -8.7% |
| 3M | +19.2% | +50.0% | -30.9% | +7.8% |
| 6M | +38.3% | +67.3% | -29.0% | +21.4% |
| YTD | +37.2% | +43.6% | -6.4% | +23.6% |
| 1Y | +42.3% | +89.2% | -47.0% | +20.6% |
| 3Y | -4.4% | +502.5% | -506.9% | -31.1% |
| All | -4.4% | +507.7% | -512.1% | -31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 NTRA 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