+22.0%
VTR vs JHX
+44.7%
-22.7%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +8.3% | -5.8% | +2.2% |
| 7D | +10.0% | +13.3% | -3.2% | +9.7% |
| 30D | +9.6% | +17.1% | -7.5% | +9.3% |
| 3M | -1.2% | +4.1% | -5.3% | -1.6% |
| 6M | +2.8% | +48.5% | -45.7% | +1.9% |
| YTD | +17.4% | +42.3% | -24.9% | +16.5% |
| 1Y | +22.0% | +47.4% | -25.4% | +21.5% |
| All | +22.0% | +44.7% | -22.7% | +21.5% |
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