+924.9%
VLO vs JHX
+106.3%
+818.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +1.0% |
| 7D | +5.3% | -6.3% | +11.6% | +7.1% |
| 30D | +18.2% | -7.7% | +26.0% | +20.6% |
| 3M | +53.3% | +19.2% | +34.2% | +44.7% |
| 6M | +70.4% | +38.3% | +32.2% | +50.5% |
| YTD | +143.4% | +37.2% | +106.2% | +114.2% |
| 1Y | +153.0% | +42.3% | +110.7% | +117.6% |
| 3Y | +195.0% | -4.4% | +199.4% | +157.2% |
| 5Y | +618.8% | -26.4% | +645.1% | +579.5% |
| All | +924.9% | +106.3% | +818.6% | +453.8% |
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 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