+55.5%
JHX vs NTRS
+47.2%
+8.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.5% | +2.5% |
| 7D | +1.5% | +0.4% | +1.2% | +1.3% |
| 30D | +7.2% | +1.7% | +5.5% | +6.0% |
| 3M | +29.9% | +8.9% | +21.1% | +23.4% |
| 6M | +35.4% | +30.6% | +4.8% | +16.0% |
| YTD | +46.5% | +38.7% | +7.8% | +20.4% |
| 1Y | +55.5% | +48.1% | +7.4% | +24.1% |
| All | +55.5% | +47.2% | +8.3% | +24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 1y: compounded portfolio wealth divided by compounded NTRS 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…
1y analysis · Full analysis span regression · 6 months rolling