+42.3%
JHX vs NVT
+71.6%
-29.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.6% | -3.7% | -0.2% |
| 7D | -6.3% | +4.1% | -10.4% | -7.3% |
| 30D | -7.7% | -5.1% | -2.6% | -6.6% |
| 3M | +19.2% | -1.2% | +20.3% | +18.3% |
| 6M | +38.3% | +46.6% | -8.3% | +22.0% |
| YTD | +37.2% | +60.0% | -22.8% | +20.6% |
| 1Y | +42.3% | +70.8% | -28.5% | +25.2% |
| All | +42.3% | +71.6% | -29.3% | +25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 1y: compounded portfolio wealth divided by compounded NVT 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…
1y analysis · Full analysis span regression · 6 months rolling