+19.8%
NSC vs JHX
+56.2%
-36.4%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | +0.2% |
| 7D | -5.5% | +1.5% | -7.0% | -5.7% |
| 30D | -3.2% | +7.2% | -10.4% | -4.0% |
| 3M | +7.7% | +29.9% | -22.3% | +4.3% |
| 6M | +4.5% | +35.4% | -30.8% | +0.5% |
| YTD | +15.6% | +46.5% | -30.9% | +10.4% |
| 1Y | +19.8% | +55.5% | -35.7% | +14.2% |
| All | +19.8% | +56.2% | -36.4% | +14.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling