-9.1%
NVTS vs JHX
-24.0%
+14.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.0% | +3.3% | +3.8% |
| 7D | -1.4% | -6.3% | +4.9% | +2.2% |
| 30D | -16.5% | -7.7% | -8.8% | -12.7% |
| 3M | -47.6% | +19.2% | -66.8% | -52.9% |
| 6M | +7.3% | +38.3% | -31.0% | -11.3% |
| YTD | +62.9% | +37.2% | +25.7% | +35.1% |
| 1Y | +91.3% | +42.3% | +49.0% | +54.2% |
| 3Y | +43.4% | -4.4% | +47.8% | +23.4% |
| All | -9.1% | -24.0% | +14.8% | +1.7% |
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