+35.1%
ELV vs JHX
+56.2%
-21.2%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.6% | -4.3% | -1.9% |
| 7D | +3.3% | +1.5% | +1.8% | +3.2% |
| 30D | +4.2% | +7.2% | -3.0% | +3.6% |
| 3M | -0.1% | +29.9% | -30.0% | -2.3% |
| 6M | +41.3% | +35.4% | +5.9% | +37.3% |
| YTD | +17.4% | +46.5% | -29.0% | +13.5% |
| 1Y | +35.1% | +55.5% | -20.5% | +31.0% |
| All | +35.1% | +56.2% | -21.2% | +31.0% |
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 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