-27.2%
JHX vs VO
+42.1%
-69.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | 0.0% |
| 7D | -6.3% | -1.5% | -4.8% | -4.4% |
| 30D | -7.7% | -3.0% | -4.7% | -4.0% |
| 3M | +19.2% | +2.8% | +16.3% | +15.6% |
| 6M | +38.3% | +10.9% | +27.3% | +23.4% |
| YTD | +37.2% | +12.5% | +24.7% | +20.9% |
| 1Y | +42.3% | +12.0% | +30.3% | +26.1% |
| 3Y | -4.4% | +56.3% | -60.7% | -41.8% |
| All | -27.2% | +42.1% | -69.3% | -52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 5y: compounded portfolio wealth divided by compounded VO 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…
5y analysis · Full analysis span regression · 6 months rolling