+2,279.7%
JHX vs VSAT
+300.7%
+1,979.0%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -6.9% | +3.8% | -1.9% |
| 7D | +1.6% | +3.5% | -1.9% | +0.9% |
| 30D | -5.0% | -14.7% | +9.7% | -2.3% |
| 3M | +24.5% | +13.2% | +11.3% | +19.3% |
| 6M | +34.9% | +57.4% | -22.5% | +20.1% |
| YTD | +39.3% | +110.0% | -70.7% | +16.4% |
| 1Y | +48.6% | +134.4% | -85.8% | +19.9% |
| 3Y | -2.0% | +203.5% | -205.6% | -34.3% |
| 5Y | -24.4% | +47.1% | -71.5% | -45.1% |
| 10Y | +109.4% | +0.4% | +109.1% | +55.2% |
| All | +2,279.7% | +300.7% | +1,979.0% | +1,322.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 VSAT 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