+118.0%
JHI vs VOO
+810.0%
-692.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.3% | -0.8% |
| 7D | -2.0% | -0.8% | -1.3% | -1.7% |
| 30D | -4.0% | -1.1% | -2.9% | -3.6% |
| 3M | -1.4% | +3.9% | -5.2% | -2.9% |
| 6M | -0.6% | +13.6% | -14.2% | -5.6% |
| YTD | -1.5% | +12.7% | -14.3% | -6.3% |
| 1Y | -2.5% | +17.6% | -20.1% | -8.8% |
| 3Y | +28.7% | +77.3% | -48.6% | +1.0% |
| 5Y | -0.2% | +84.1% | -84.3% | -23.7% |
| 10Y | +65.0% | +323.5% | -258.5% | -8.8% |
| All | +118.0% | +810.0% | -692.0% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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