+2,243.5%
JHX vs NUE
+5,015.0%
-2,771.5%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.5% |
| 7D | -6.3% | -0.6% | -5.7% | -6.1% |
| 30D | -7.7% | -4.6% | -3.2% | -6.5% |
| 3M | +19.2% | -0.3% | +19.5% | +18.6% |
| 6M | +38.3% | +51.9% | -13.6% | +19.7% |
| YTD | +37.2% | +60.0% | -22.8% | +16.5% |
| 1Y | +42.3% | +82.9% | -40.6% | +15.1% |
| 3Y | -4.4% | +66.0% | -70.4% | -22.1% |
| 5Y | -26.4% | +149.0% | -175.3% | -49.7% |
| 10Y | +106.3% | +588.3% | -482.1% | -4.7% |
| All | +2,243.5% | +5,015.0% | -2,771.5% | +784.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling