+42.3%
JHX vs VRSK
-32.3%
+74.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | -6.3% | -5.2% | -1.2% | -6.1% |
| 30D | -7.7% | -2.3% | -5.4% | -7.7% |
| 3M | +19.2% | -2.9% | +22.1% | +19.2% |
| 6M | +38.3% | -12.8% | +51.1% | +41.9% |
| YTD | +37.2% | -20.8% | +58.0% | +46.5% |
| 1Y | +42.3% | -33.2% | +75.5% | +73.2% |
| All | +42.3% | -32.3% | +74.6% | +73.2% |
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