+611.8%
JHX vs VIVK
-100.0%
+711.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -7.4% | +8.4% | +1.0% |
| 7D | -6.3% | -4.4% | -1.9% | -6.3% |
| 30D | -7.7% | -40.8% | +33.1% | -7.7% |
| 3M | +19.2% | -94.1% | +113.3% | +19.2% |
| 6M | +38.3% | -98.2% | +136.5% | +38.4% |
| YTD | +37.2% | -98.0% | +135.2% | +37.3% |
| 1Y | +42.3% | -100.0% | +142.2% | +42.4% |
| 3Y | -4.4% | -100.0% | +95.6% | -4.3% |
| 5Y | -26.4% | -100.0% | +73.6% | -26.3% |
| 10Y | +106.3% | -100.0% | +206.2% | +107.5% |
| All | +611.8% | -100.0% | +711.8% | +637.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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