+499.6%
JHX vs VEU
+185.0%
+314.6%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.2% | -1.2% |
| 7D | -4.9% | -1.9% | -2.9% | -2.9% |
| 30D | -9.3% | -0.7% | -8.6% | -8.5% |
| 3M | +28.1% | +4.9% | +23.2% | +22.2% |
| 6M | +35.2% | +9.8% | +25.4% | +24.0% |
| YTD | +35.9% | +15.3% | +20.5% | +18.7% |
| 1Y | +42.5% | +23.0% | +19.5% | +16.3% |
| 3Y | -4.5% | +73.5% | -78.0% | -44.1% |
| 5Y | -27.1% | +54.5% | -81.6% | -51.4% |
| 10Y | +104.2% | +150.4% | -46.2% | -10.3% |
| All | +499.6% | +185.0% | +314.6% | +137.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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