+1,102.7%
NI vs JHX
+2,243.5%
-1,140.8%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.2% |
| 7D | 0.0% | -6.3% | +6.4% | +1.1% |
| 30D | -1.4% | -7.7% | +6.4% | -0.2% |
| 3M | -10.6% | +19.2% | -29.8% | -13.4% |
| 6M | -9.3% | +38.3% | -47.6% | -14.9% |
| YTD | +1.1% | +37.2% | -36.1% | -5.2% |
| 1Y | +3.4% | +42.3% | -38.9% | -4.1% |
| 3Y | +67.9% | -4.4% | +72.3% | +58.5% |
| 5Y | +98.0% | -26.4% | +124.3% | +91.5% |
| 10Y | +143.6% | +106.3% | +37.3% | +86.5% |
| All | +1,102.7% | +2,243.5% | -1,140.8% | +427.0% |
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