+1,216.9%
VST vs JHX
+121.4%
+1,095.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.6% | +1.0% | +2.9% |
| 7D | +8.9% | +1.5% | +7.4% | +8.4% |
| 30D | +6.2% | +7.2% | -1.0% | +4.2% |
| 3M | -2.7% | +29.9% | -32.7% | -9.6% |
| 6M | -8.4% | +35.4% | -43.7% | -16.3% |
| YTD | -7.2% | +46.5% | -53.7% | -16.8% |
| 1Y | -20.9% | +55.5% | -76.4% | -30.6% |
| 3Y | +384.0% | -0.4% | +384.4% | +346.3% |
| 5Y | +757.1% | -23.3% | +780.4% | +722.1% |
| All | +1,216.9% | +121.4% | +1,095.4% | +790.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling