+323.5%
JHML vs VOO
+383.6%
-60.1%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | -0.1% | -0.1% |
| 7D | +0.6% | +0.5% | 0.0% | 0.0% |
| 30D | -1.4% | -0.9% | -0.5% | -0.5% |
| 3M | +3.6% | +3.9% | -0.3% | -0.2% |
| 6M | +13.2% | +14.5% | -1.4% | -0.9% |
| YTD | +13.7% | +13.0% | +0.8% | +1.0% |
| 1Y | +19.0% | +19.4% | -0.4% | +0.1% |
| 3Y | +70.4% | +78.9% | -8.5% | -3.4% |
| 5Y | +69.5% | +82.3% | -12.8% | -5.9% |
| 10Y | +268.0% | +314.2% | -46.3% | -5.9% |
| All | +323.5% | +383.6% | -60.1% | -4.8% |
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