+3,443.2%
NSC vs JHX
+2,357.9%
+1,085.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.3% | -0.1% |
| 7D | -1.5% | +4.5% | -6.0% | -2.6% |
| 30D | -1.9% | -1.2% | -0.7% | -1.7% |
| 3M | +6.2% | +32.8% | -26.5% | -1.2% |
| 6M | +9.2% | +41.2% | -32.0% | -0.8% |
| YTD | +15.0% | +43.9% | -28.9% | +3.8% |
| 1Y | +21.1% | +48.0% | -27.0% | +7.8% |
| 3Y | +78.6% | +1.2% | +77.4% | +63.7% |
| 5Y | +45.9% | -22.6% | +68.5% | +39.2% |
| 10Y | +326.9% | +111.5% | +215.4% | +202.3% |
| All | +3,443.2% | +2,357.9% | +1,085.2% | +1,483.3% |
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