+64.9%
VZ vs JHX
+106.3%
-41.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +1.2% |
| 7D | +0.9% | -6.3% | +7.3% | +1.5% |
| 30D | +7.7% | -7.7% | +15.5% | +8.4% |
| 3M | +9.7% | +19.2% | -9.5% | +8.0% |
| 6M | +3.1% | +38.3% | -35.2% | -0.1% |
| YTD | +30.5% | +37.2% | -6.7% | +26.3% |
| 1Y | +22.5% | +42.3% | -19.8% | +17.9% |
| 3Y | +82.4% | -4.4% | +86.8% | +77.1% |
| 5Y | +28.0% | -26.4% | +54.4% | +26.5% |
| All | +64.9% | +106.3% | -41.4% | +40.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling