-27.2%
JHX vs VSXY
+22.6%
-49.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.1% | -2.1% | +0.5% |
| 7D | -6.3% | +0.1% | -6.4% | -6.4% |
| 30D | -7.7% | -18.7% | +10.9% | -4.9% |
| 3M | +19.2% | -4.0% | +23.1% | +19.2% |
| 6M | +38.3% | +67.5% | -29.2% | +23.8% |
| YTD | +37.2% | +39.7% | -2.4% | +25.8% |
| 1Y | +42.3% | +180.0% | -137.7% | +14.7% |
| 3Y | -4.4% | +337.3% | -341.7% | -34.8% |
| All | -27.2% | +22.6% | -49.8% | -36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 5y: compounded portfolio wealth divided by compounded VSXY 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…
5y analysis · Full analysis span regression · 6 months rolling