-34.9%
VST vs JHX
+44.7%
-79.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +8.3% | -22.1% | -15.7% |
| 7D | -15.7% | +13.3% | -29.0% | -18.7% |
| 30D | -17.0% | +17.1% | -34.1% | -20.8% |
| 3M | -15.9% | +4.1% | -20.0% | -17.0% |
| 6M | -25.0% | +48.5% | -73.5% | -35.7% |
| YTD | -25.1% | +42.3% | -67.4% | -33.7% |
| 1Y | -34.9% | +47.4% | -82.2% | -42.6% |
| All | -34.9% | +44.7% | -79.6% | -42.6% |
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