+1,950.6%
VTR vs JHX
+2,243.5%
-292.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.7% |
| 7D | -0.3% | -6.3% | +6.0% | +1.2% |
| 30D | +1.1% | -7.7% | +8.8% | +2.8% |
| 3M | +7.9% | +19.2% | -11.3% | +3.0% |
| 6M | +6.2% | +38.3% | -32.1% | -3.3% |
| YTD | +17.7% | +37.2% | -19.5% | +7.0% |
| 1Y | +32.9% | +42.3% | -9.4% | +18.8% |
| 3Y | +129.7% | -4.4% | +134.1% | +109.6% |
| 5Y | +89.3% | -26.4% | +115.7% | +79.7% |
| 10Y | +99.1% | +106.3% | -7.1% | +40.5% |
| All | +1,950.6% | +2,243.5% | -292.9% | +801.4% |
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