+526.9%
JHX vs VRSK
+586.4%
-59.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | -6.3% | -5.2% | -1.2% | -4.0% |
| 30D | -7.7% | -2.3% | -5.4% | -7.0% |
| 3M | +19.2% | -2.9% | +22.1% | +19.5% |
| 6M | +38.3% | -12.8% | +51.1% | +44.2% |
| YTD | +37.2% | -20.8% | +58.0% | +49.0% |
| 1Y | +42.3% | -33.2% | +75.5% | +69.0% |
| 3Y | -4.4% | -26.6% | +22.2% | +4.8% |
| 5Y | -26.4% | -11.3% | -15.0% | -28.7% |
| 10Y | +106.3% | +126.1% | -19.9% | +27.7% |
| All | +526.9% | +586.4% | -59.5% | +131.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling