+47.4%
JHX vs NXT
+10.5%
+36.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +11.1% | -2.8% | +6.0% |
| 7D | +13.3% | +30.0% | -16.7% | +7.3% |
| 30D | +17.1% | +28.6% | -11.5% | +11.0% |
| 3M | +4.1% | +8.4% | -4.3% | +2.1% |
| 6M | +48.5% | -8.7% | +57.2% | +48.1% |
| YTD | +42.3% | +22.5% | +19.8% | +37.6% |
| 1Y | +47.4% | +6.9% | +40.5% | +42.3% |
| All | +47.4% | +10.5% | +36.9% | +42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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