+1,208.7%
VST vs JHX
+107.4%
+1,101.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.6% |
| 7D | -0.6% | -6.3% | +5.7% | +1.0% |
| 30D | +1.2% | -7.7% | +8.9% | +3.2% |
| 3M | +1.5% | +19.2% | -17.7% | -3.5% |
| 6M | -6.5% | +38.3% | -44.8% | -15.1% |
| YTD | -7.8% | +37.2% | -45.0% | -15.9% |
| 1Y | -26.9% | +42.3% | -69.2% | -34.3% |
| 3Y | +353.9% | -4.4% | +358.3% | +322.9% |
| 5Y | +782.7% | -26.4% | +809.1% | +755.2% |
| All | +1,208.7% | +107.4% | +1,101.3% | +799.7% |
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