+4.8%
JHMB price history and return analytics
+67.3%
-62.5%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.8% |
| 7D | -1.5% | +2.9% | -4.3% | -1.6% |
| 30D | +0.9% | -2.5% | +3.4% | +1.0% |
| 3M | -2.0% | -3.3% | +1.3% | -1.9% |
| 6M | -1.8% | +1.5% | -3.3% | -1.9% |
| YTD | -1.7% | +11.4% | -13.0% | -2.1% |
| 1Y | -1.3% | +11.9% | -13.2% | -1.8% |
| 3Y | +16.9% | +73.9% | -56.9% | +14.7% |
| 5Y | +5.5% | +57.9% | -52.4% | +3.3% |
| All | +4.8% | +67.3% | -62.5% | +2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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