+75.8%
NSC vs JHX
-5.4%
+81.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +0.3% |
| 7D | -1.4% | -4.9% | +3.5% | -0.7% |
| 30D | -3.4% | -9.3% | +5.9% | -2.1% |
| 3M | +5.1% | +28.1% | -23.0% | +1.2% |
| 6M | +9.2% | +35.2% | -26.0% | +3.9% |
| YTD | +13.4% | +35.9% | -22.5% | +7.7% |
| 1Y | +20.8% | +42.5% | -21.7% | +13.5% |
| All | +75.8% | -5.4% | +81.2% | +70.9% |
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