+2,490.2%
NVDL vs JHX
+36.5%
+2,453.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.6% |
| 7D | -10.3% | -6.3% | -4.0% | -7.7% |
| 30D | -7.1% | -7.7% | +0.6% | -3.9% |
| 3M | +6.6% | +19.2% | -12.6% | -1.8% |
| 6M | +21.1% | +38.3% | -17.2% | +3.6% |
| YTD | +15.2% | +37.2% | -22.0% | -1.7% |
| 1Y | +18.8% | +42.3% | -23.5% | -1.5% |
| 3Y | +649.9% | -4.4% | +654.3% | +540.3% |
| All | +2,490.2% | +36.5% | +2,453.6% | +1,430.5% |
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 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