+15.6%
JHPI vs VT
+65.4%
-49.8%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.2% | +0.2% |
| 7D | +0.8% | -0.3% | +1.1% | +0.9% |
| 30D | +0.9% | -1.4% | +2.3% | +1.2% |
| 3M | -2.2% | -1.4% | -0.8% | -1.9% |
| 6M | -2.0% | +5.5% | -7.5% | -3.3% |
| YTD | -0.2% | +12.8% | -13.1% | -3.2% |
| 1Y | +0.5% | +15.4% | -14.9% | -3.0% |
| 3Y | +26.3% | +76.9% | -50.6% | +8.5% |
| All | +15.6% | +65.4% | -49.8% | -0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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