+645.9%
VST vs JHX
-31.6%
+677.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.1% | +3.9% | +1.5% |
| 7D | +19.2% | -3.8% | +23.0% | +20.1% |
| 30D | -17.2% | +11.7% | -28.9% | -19.7% |
| 3M | -8.1% | -10.7% | +2.5% | -6.3% |
| 6M | -8.1% | +36.5% | -44.6% | -15.9% |
| YTD | -16.3% | +32.8% | -49.1% | -23.0% |
| 1Y | -24.1% | +62.5% | -86.6% | -33.4% |
| 3Y | +300.2% | -5.7% | +305.9% | +273.3% |
| 5Y | +645.9% | -32.2% | +678.1% | +594.7% |
| All | +645.9% | -31.6% | +677.5% | +594.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling