+2,268.8%
VALE vs JHX
+1,411.3%
+857.5%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.7% |
| 7D | -0.3% | -6.3% | +6.1% | +2.3% |
| 30D | +8.6% | -7.7% | +16.4% | +11.8% |
| 3M | +2.0% | +19.2% | -17.2% | -5.9% |
| 6M | +2.1% | +38.3% | -36.2% | -12.2% |
| YTD | +20.2% | +37.2% | -17.0% | +3.4% |
| 1Y | +55.2% | +42.3% | +12.9% | +29.7% |
| 3Y | +45.9% | -4.4% | +50.3% | +27.2% |
| 5Y | +41.4% | -26.4% | +67.8% | +30.8% |
| 10Y | +513.1% | +106.3% | +406.8% | +228.5% |
| All | +2,268.8% | +1,411.3% | +857.5% | +437.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JHX.
Daily Out/Under-Performance
Portfolio return minus JHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JHX 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 JHX 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