+55.5%
JHX vs VRSK
-30.3%
+85.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.5% | +5.1% | +2.7% |
| 7D | +1.5% | -3.1% | +4.7% | +1.6% |
| 30D | +7.2% | -1.6% | +8.7% | +7.2% |
| 3M | +29.9% | +3.5% | +26.4% | +29.6% |
| 6M | +35.4% | -13.4% | +48.7% | +40.5% |
| YTD | +46.5% | -16.5% | +63.0% | +56.0% |
| 1Y | +55.5% | -30.6% | +86.1% | +82.5% |
| All | +55.5% | -30.3% | +85.8% | +82.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 1y: compounded portfolio wealth divided by compounded VRSK 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…
1y analysis · Full analysis span regression · 6 months rolling