+97.2%
NI vs JHX
-27.7%
+124.8%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.1% |
| 7D | 0.0% | -6.3% | +6.4% | +0.6% |
| 30D | -1.4% | -7.7% | +6.4% | -0.8% |
| 3M | -10.6% | +19.2% | -29.8% | -12.0% |
| 6M | -9.3% | +38.3% | -47.6% | -12.2% |
| YTD | +1.1% | +37.2% | -36.1% | -2.1% |
| 1Y | +3.4% | +42.3% | -38.9% | -0.5% |
| 3Y | +67.9% | -4.4% | +72.3% | +61.4% |
| All | +97.2% | -27.7% | +124.8% | +87.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling