+111.8%
JHX vs OVV
+58.9%
+52.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.7% |
| 7D | -0.2% | +8.0% | -8.2% | -1.5% |
| 30D | +13.1% | -2.0% | +15.1% | +13.2% |
| 3M | -10.0% | +5.4% | -15.4% | -11.3% |
| 6M | +38.9% | +14.3% | +24.7% | +34.1% |
| YTD | +34.0% | +69.4% | -35.5% | +19.1% |
| 1Y | +66.0% | +72.4% | -6.4% | +46.9% |
| 3Y | -6.2% | +58.4% | -64.6% | -17.5% |
| 5Y | -31.6% | +106.1% | -137.7% | -44.6% |
| All | +111.8% | +58.9% | +52.9% | +27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV 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 10y: compounded portfolio wealth divided by compounded OVV 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…
10y analysis · Full analysis span regression · 6 months rolling