+43.4%
NVTS vs JHX
-4.5%
+47.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.0% | +3.3% | +3.9% |
| 7D | -1.4% | -6.3% | +4.9% | +1.4% |
| 30D | -16.5% | -7.7% | -8.8% | -13.5% |
| 3M | -47.6% | +19.2% | -66.8% | -51.7% |
| 6M | +7.3% | +38.3% | -31.0% | -7.2% |
| YTD | +62.9% | +37.2% | +25.7% | +41.5% |
| 1Y | +91.3% | +42.3% | +49.0% | +63.2% |
| 3Y | +43.4% | -4.4% | +47.8% | +37.5% |
| All | +43.4% | -4.5% | +47.9% | +37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling