+47.4%
JHX vs VRSK
-8.8%
+56.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.4% | +7.9% | +8.3% |
| 7D | +13.3% | +4.2% | +9.0% | +13.2% |
| 30D | +17.1% | +21.2% | -4.0% | +16.9% |
| 3M | +4.1% | +2.9% | +1.2% | +3.7% |
| 6M | +48.5% | +11.3% | +37.2% | +48.3% |
| YTD | +42.3% | -10.8% | +53.1% | +54.3% |
| 1Y | +47.4% | -9.2% | +56.5% | +56.7% |
| All | +47.4% | -8.8% | +56.2% | +56.7% |
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