+565.9%
JHX vs VYM
+488.1%
+77.9%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.2% |
| 7D | -6.3% | -0.8% | -5.5% | -5.4% |
| 30D | -7.7% | -2.2% | -5.5% | -5.3% |
| 3M | +19.2% | +3.1% | +16.1% | +15.3% |
| 6M | +38.3% | +9.7% | +28.6% | +25.6% |
| YTD | +37.2% | +14.9% | +22.3% | +18.7% |
| 1Y | +42.3% | +17.6% | +24.7% | +20.0% |
| 3Y | -4.4% | +65.3% | -69.7% | -44.1% |
| 5Y | -26.4% | +78.7% | -105.1% | -59.9% |
| 10Y | +106.3% | +208.2% | -102.0% | -35.8% |
| All | +565.9% | +488.1% | +77.9% | +10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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