+2,127.9%
NTAP vs JHX
+2,220.4%
-92.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | 0.0% |
| 7D | -1.0% | -4.9% | +3.9% | +0.3% |
| 30D | -7.5% | -9.3% | +1.8% | -5.2% |
| 3M | +14.6% | +28.1% | -13.5% | +6.7% |
| 6M | +91.0% | +35.2% | +55.8% | +73.5% |
| YTD | +73.7% | +35.9% | +37.8% | +57.3% |
| 1Y | +51.2% | +42.5% | +8.7% | +34.3% |
| 3Y | +146.1% | -4.5% | +150.6% | +126.8% |
| 5Y | +122.8% | -27.1% | +149.9% | +115.7% |
| 10Y | +585.5% | +104.2% | +481.2% | +378.4% |
| All | +2,127.9% | +2,220.4% | -92.5% | +970.3% |
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