+8,539.6%
VLO vs JHX
+2,279.7%
+6,259.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.2% | +4.8% | +2.5% |
| 7D | +6.2% | +1.6% | +4.7% | +5.7% |
| 30D | +23.5% | -5.0% | +28.5% | +25.1% |
| 3M | +53.9% | +24.5% | +29.4% | +42.5% |
| 6M | +81.7% | +34.9% | +46.8% | +60.6% |
| YTD | +142.5% | +39.3% | +103.1% | +111.2% |
| 1Y | +145.4% | +48.6% | +96.9% | +107.3% |
| 3Y | +197.3% | -2.0% | +199.4% | +160.3% |
| 5Y | +614.6% | -24.4% | +639.0% | +557.1% |
| 10Y | +938.9% | +109.4% | +829.4% | +551.5% |
| All | +8,539.6% | +2,279.7% | +6,259.9% | +2,493.0% |
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