+194.3%
NOK vs JHX
-4.5%
+198.7%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.0% | +3.8% | +4.7% |
| 7D | +11.0% | -6.3% | +17.3% | +11.7% |
| 30D | +7.8% | -7.7% | +15.6% | +8.8% |
| 3M | -21.0% | +19.2% | -40.2% | -22.7% |
| 6M | +40.9% | +38.3% | +2.6% | +34.8% |
| YTD | +72.0% | +37.2% | +34.8% | +64.4% |
| 1Y | +140.9% | +42.3% | +98.6% | +129.4% |
| 3Y | +194.3% | -4.4% | +198.7% | +173.6% |
| All | +194.3% | -4.5% | +198.7% | +173.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling