+0.6%
JHX vs NVD
-99.1%
+99.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +1.0% |
| 7D | -6.3% | +10.8% | -17.2% | -5.2% |
| 30D | -7.7% | +0.8% | -8.5% | -7.3% |
| 3M | +19.2% | -20.8% | +40.0% | +17.4% |
| 6M | +38.3% | -41.2% | +79.4% | +33.3% |
| YTD | +37.2% | -44.2% | +81.4% | +32.3% |
| 1Y | +42.3% | -54.2% | +96.4% | +35.5% |
| 3Y | -4.4% | -99.1% | +94.7% | -41.5% |
| All | +0.6% | -99.1% | +99.8% | -38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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