+101.6%
JHX vs VMC
+156.6%
-55.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.6% |
| 7D | -6.3% | -3.8% | -2.6% | -4.5% |
| 30D | -7.7% | -9.7% | +1.9% | -2.8% |
| 3M | +19.2% | -9.6% | +28.8% | +25.5% |
| 6M | +38.3% | -4.8% | +43.1% | +42.6% |
| YTD | +37.2% | -10.9% | +48.1% | +45.7% |
| 1Y | +42.3% | -15.6% | +57.9% | +55.1% |
| 3Y | -4.4% | +19.3% | -23.7% | -11.8% |
| 5Y | -26.4% | +48.0% | -74.4% | -38.8% |
| All | +101.6% | +156.6% | -55.0% | +29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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