+120.6%
VLO vs JHX
+44.7%
+75.9%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +8.3% | -14.0% | -3.5% |
| 7D | -6.0% | +13.3% | -19.2% | -2.6% |
| 30D | -12.9% | +17.1% | -30.0% | -8.9% |
| 3M | +18.3% | +4.1% | +14.2% | +20.8% |
| 6M | +46.4% | +48.5% | -2.0% | +63.7% |
| YTD | +127.7% | +42.3% | +85.5% | +159.7% |
| 1Y | +120.6% | +47.4% | +73.2% | +151.8% |
| All | +120.6% | +44.7% | +75.9% | +151.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling