-15.6%
JHX vs VSXY
+37.5%
-53.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.1% | -2.1% | +0.5% |
| 7D | -6.3% | +0.1% | -6.4% | -6.3% |
| 30D | -7.7% | -18.7% | +10.9% | -5.1% |
| 3M | +19.2% | -4.0% | +23.1% | +19.2% |
| 6M | +38.3% | +67.5% | -29.2% | +24.7% |
| YTD | +37.2% | +39.7% | -2.4% | +26.6% |
| 1Y | +42.3% | +180.0% | -137.7% | +16.4% |
| 3Y | -4.4% | +337.3% | -341.7% | -32.4% |
| 5Y | -26.4% | +22.7% | -49.0% | -37.9% |
| All | -15.6% | +37.5% | -53.2% | -29.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling