+777.0%
VST vs JHX
-24.7%
+801.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.8% | +0.4% |
| 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% | -2.4% |
| 6M | -7.4% | +34.9% | -42.3% | -14.9% |
| YTD | -6.1% | +39.3% | -45.4% | -14.1% |
| 1Y | -21.6% | +48.6% | -70.2% | -29.7% |
| 3Y | +357.2% | -2.0% | +359.2% | +324.0% |
| 5Y | +777.0% | -24.4% | +801.4% | +712.0% |
| All | +777.0% | -24.7% | +801.7% | +712.0% |
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