+362.2%
VST vs JHX
-3.0%
+365.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.8% | +0.3% |
| 7D | +5.3% | +1.6% | +3.7% | +4.9% |
| 30D | +5.8% | -5.0% | +10.8% | +7.0% |
| 3M | +3.5% | +24.5% | -21.0% | -2.3% |
| 6M | -7.4% | +34.9% | -42.3% | -14.8% |
| YTD | -6.1% | +39.3% | -45.4% | -14.0% |
| 1Y | -21.6% | +48.6% | -70.2% | -29.5% |
| All | +362.2% | -3.0% | +365.2% | +323.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling