+2,220.4%
JHX vs VMC
+677.9%
+1,542.6%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.6% |
| 7D | -4.9% | -3.7% | -1.2% | -3.4% |
| 30D | -9.3% | -12.8% | +3.5% | -4.2% |
| 3M | +28.1% | -7.9% | +36.0% | +32.6% |
| 6M | +35.2% | -7.5% | +42.7% | +40.2% |
| YTD | +35.9% | -11.6% | +47.5% | +43.2% |
| 1Y | +42.5% | -14.3% | +56.8% | +52.0% |
| 3Y | -4.5% | +18.5% | -23.0% | -10.1% |
| 5Y | -27.1% | +46.8% | -73.9% | -36.9% |
| 10Y | +104.2% | +153.2% | -49.0% | +37.8% |
| All | +2,220.4% | +677.9% | +1,542.6% | +991.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling