-27.2%
JHX vs NVMI
+261.9%
-289.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.6% |
| 7D | -6.3% | -0.1% | -6.2% | -6.3% |
| 30D | -7.7% | -8.4% | +0.7% | -5.7% |
| 3M | +19.2% | -33.6% | +52.7% | +31.3% |
| 6M | +38.3% | -14.7% | +52.9% | +41.2% |
| YTD | +37.2% | +13.2% | +24.0% | +29.2% |
| 1Y | +42.3% | +29.0% | +13.3% | +27.8% |
| 3Y | -4.4% | +215.0% | -219.4% | -42.2% |
| All | -27.2% | +261.9% | -289.1% | -60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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