-27.2%
JHX vs NUE
+146.6%
-173.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.4% |
| 7D | -6.3% | -0.6% | -5.7% | -6.1% |
| 30D | -7.7% | -4.6% | -3.2% | -6.4% |
| 3M | +19.2% | -0.3% | +19.5% | +18.6% |
| 6M | +38.3% | +51.9% | -13.6% | +18.7% |
| YTD | +37.2% | +60.0% | -22.8% | +15.6% |
| 1Y | +42.3% | +82.9% | -40.6% | +14.2% |
| 3Y | -4.4% | +66.0% | -70.4% | -23.3% |
| All | -27.2% | +146.6% | -173.8% | -50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NUE.
Daily Out/Under-Performance
Portfolio return minus NUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NUE 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 5y: compounded portfolio wealth divided by compounded NUE 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…
5y analysis · Full analysis span regression · 6 months rolling