-22.0%
VST vs JHX
+64.1%
-86.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.3% |
| 7D | +6.6% | -0.2% | +6.8% | +6.6% |
| 30D | -12.4% | +13.1% | -25.5% | -16.0% |
| 3M | -9.0% | -10.0% | +1.0% | -6.3% |
| 6M | -6.4% | +38.9% | -45.4% | -18.9% |
| YTD | -17.2% | +34.0% | -51.2% | -26.5% |
| 1Y | -22.0% | +66.0% | -88.0% | -30.6% |
| All | -22.0% | +64.1% | -86.1% | -30.6% |
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