+139.6%
JHX vs NTRA
+1,727.4%
-1,587.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.9% |
| 7D | -6.3% | +0.2% | -6.5% | -6.4% |
| 30D | -7.7% | +4.1% | -11.8% | -8.3% |
| 3M | +19.2% | +50.0% | -30.9% | +11.7% |
| 6M | +38.3% | +67.3% | -29.0% | +27.1% |
| YTD | +37.2% | +43.6% | -6.4% | +28.6% |
| 1Y | +42.3% | +89.2% | -47.0% | +27.9% |
| 3Y | -4.4% | +502.5% | -506.9% | -28.4% |
| 5Y | -26.4% | +173.8% | -200.1% | -42.3% |
| 10Y | +106.3% | +3,189.3% | -3,083.0% | +21.3% |
| All | +139.6% | +1,727.4% | -1,587.7% | +40.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling