-5.3%
JHX vs VFC
-28.4%
+23.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -2.1% |
| 7D | -4.9% | -3.3% | -1.6% | -4.1% |
| 30D | -9.3% | -14.0% | +4.7% | -6.0% |
| 3M | +28.1% | -22.6% | +50.6% | +35.4% |
| 6M | +35.2% | -24.7% | +59.9% | +44.0% |
| YTD | +35.9% | -29.0% | +64.8% | +46.3% |
| 1Y | +42.5% | -13.8% | +56.3% | +46.5% |
| All | -5.3% | -28.4% | +23.0% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 3y: compounded portfolio wealth divided by compounded VFC 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…
3y analysis · Full analysis span regression · 6 months rolling