+41.5%
NU vs JHX
-29.3%
+70.8%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.0% | -3.7% | -3.0% |
| 7D | -4.9% | -6.3% | +1.4% | -3.0% |
| 30D | +7.8% | -7.7% | +15.6% | +10.4% |
| 3M | +20.9% | +19.2% | +1.8% | +13.8% |
| 6M | +0.9% | +38.3% | -37.4% | -10.0% |
| YTD | -12.7% | +37.2% | -49.9% | -22.1% |
| 1Y | -6.4% | +42.3% | -48.7% | -18.2% |
| 3Y | +98.1% | -4.4% | +102.5% | +71.8% |
| All | +41.5% | -29.3% | +70.8% | +56.2% |
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 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