+812.0%
NEM vs JHX
+2,243.5%
-1,431.5%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.3% |
| 7D | -1.0% | -6.3% | +5.3% | +0.3% |
| 30D | +7.8% | -7.7% | +15.6% | +9.6% |
| 3M | +30.2% | +19.2% | +11.0% | +25.6% |
| 6M | +9.6% | +38.3% | -28.7% | +2.5% |
| YTD | +27.8% | +37.2% | -9.4% | +19.7% |
| 1Y | +60.7% | +42.3% | +18.4% | +48.5% |
| 3Y | +245.3% | -4.4% | +249.7% | +227.6% |
| 5Y | +155.3% | -26.4% | +181.7% | +148.8% |
| 10Y | +313.2% | +106.3% | +206.9% | +202.3% |
| All | +812.0% | +2,243.5% | -1,431.5% | +254.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JHX.
Daily Out/Under-Performance
Portfolio return minus JHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JHX 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 JHX 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