+91.3%
NVTS vs JHX
+43.8%
+47.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.0% | +3.3% | +3.7% |
| 7D | -1.4% | -6.3% | +4.9% | +2.5% |
| 30D | -16.5% | -7.7% | -8.8% | -12.4% |
| 3M | -47.6% | +19.2% | -66.8% | -53.1% |
| 6M | +7.3% | +38.3% | -31.0% | -14.0% |
| YTD | +62.9% | +37.2% | +25.7% | +32.3% |
| 1Y | +91.3% | +42.3% | +49.0% | +60.1% |
| All | +91.3% | +43.8% | +47.5% | +60.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling