+404.6%
VIAV vs JHX
+106.3%
+298.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.0% | +2.6% | +3.3% |
| 7D | +11.2% | -6.3% | +17.5% | +13.1% |
| 30D | -10.1% | -7.7% | -2.4% | -8.2% |
| 3M | -22.9% | +19.2% | -42.0% | -27.2% |
| 6M | +28.8% | +38.3% | -9.5% | +15.8% |
| YTD | +117.5% | +37.2% | +80.2% | +95.3% |
| 1Y | +216.1% | +42.3% | +173.8% | +178.5% |
| 3Y | +292.2% | -4.4% | +296.6% | +257.8% |
| 5Y | +141.0% | -26.4% | +167.4% | +132.5% |
| All | +404.6% | +106.3% | +298.3% | +229.1% |
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 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