+45.3%
NSC vs JHX
-27.7%
+73.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +0.4% |
| 7D | -1.4% | -4.9% | +3.5% | -0.5% |
| 30D | -3.4% | -9.3% | +5.9% | -1.8% |
| 3M | +5.1% | +28.1% | -23.0% | +0.2% |
| 6M | +9.2% | +35.2% | -26.0% | +2.4% |
| YTD | +13.4% | +35.9% | -22.5% | +6.1% |
| 1Y | +20.8% | +42.5% | -21.7% | +11.4% |
| 3Y | +76.1% | -4.5% | +80.6% | +64.9% |
| 5Y | +45.3% | -27.1% | +72.4% | +40.5% |
| All | +45.3% | -27.7% | +73.0% | +40.5% |
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