+2,243.5%
JHX vs NTRS
+564.6%
+1,678.9%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.6% |
| 7D | -6.3% | +1.4% | -7.7% | -6.8% |
| 30D | -7.7% | -0.7% | -7.1% | -7.5% |
| 3M | +19.2% | +11.3% | +7.8% | +14.2% |
| 6M | +38.3% | +35.5% | +2.7% | +23.1% |
| YTD | +37.2% | +40.6% | -3.4% | +20.1% |
| 1Y | +42.3% | +49.2% | -6.9% | +21.7% |
| 3Y | -4.4% | +167.2% | -171.6% | -35.0% |
| 5Y | -26.4% | +94.9% | -121.3% | -44.7% |
| 10Y | +106.3% | +259.5% | -153.2% | +23.0% |
| All | +2,243.5% | +564.6% | +1,678.9% | +1,016.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling