-4.4%
JHX vs VMC
+18.8%
-23.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.4% |
| 7D | -6.3% | -3.8% | -2.6% | -3.7% |
| 30D | -7.7% | -9.7% | +1.9% | -0.8% |
| 3M | +19.2% | -9.6% | +28.8% | +27.9% |
| 6M | +38.3% | -4.8% | +43.1% | +44.2% |
| YTD | +37.2% | -10.9% | +48.1% | +47.6% |
| 1Y | +42.3% | -15.6% | +57.9% | +58.5% |
| 3Y | -4.4% | +19.3% | -23.7% | -18.5% |
| All | -4.4% | +18.8% | -23.2% | -18.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling