-33.5%
VG vs JHX
-16.0%
-17.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +2.0% |
| 7D | +9.6% | -6.3% | +15.9% | +8.9% |
| 30D | +15.2% | -7.7% | +22.9% | +14.4% |
| 3M | +24.1% | +19.2% | +4.9% | +25.7% |
| 6M | +27.2% | +38.3% | -11.1% | +29.1% |
| YTD | +132.3% | +37.2% | +95.1% | +135.2% |
| 1Y | +15.7% | +42.3% | -26.6% | +16.7% |
| All | -33.5% | -16.0% | -17.5% | -45.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling