+815.0%
JHX vs VO
+814.4%
+0.6%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -2.3% |
| 7D | +1.6% | -0.6% | +2.2% | +2.2% |
| 30D | -5.0% | -1.9% | -3.1% | -3.0% |
| 3M | +24.5% | +3.3% | +21.2% | +21.1% |
| 6M | +34.9% | +9.7% | +25.2% | +24.4% |
| YTD | +39.3% | +12.6% | +26.7% | +25.5% |
| 1Y | +48.6% | +13.6% | +34.9% | +32.7% |
| 3Y | -2.0% | +56.8% | -58.8% | -35.5% |
| 5Y | -24.4% | +42.3% | -66.7% | -44.9% |
| 10Y | +109.4% | +199.2% | -89.7% | -22.2% |
| All | +815.0% | +814.4% | +0.6% | +57.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling