+101.6%
JHX vs VIG
+250.0%
-148.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | 0.0% |
| 7D | -6.3% | -1.1% | -5.2% | -4.9% |
| 30D | -7.7% | -2.7% | -5.0% | -4.2% |
| 3M | +19.2% | +2.5% | +16.6% | +15.6% |
| 6M | +38.3% | +9.2% | +29.0% | +24.5% |
| YTD | +37.2% | +9.8% | +27.4% | +23.0% |
| 1Y | +42.3% | +12.4% | +29.9% | +23.9% |
| 3Y | -4.4% | +55.9% | -60.3% | -44.5% |
| 5Y | -26.4% | +63.9% | -90.3% | -59.4% |
| All | +101.6% | +250.0% | -148.4% | -51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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