+2,500.0%
ELV vs JHX
+2,173.7%
+326.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.4% |
| 7D | +3.2% | -6.3% | +9.5% | +4.3% |
| 30D | +5.4% | -7.7% | +13.1% | +6.7% |
| 3M | +5.4% | +19.2% | -13.8% | +1.8% |
| 6M | +45.7% | +38.3% | +7.4% | +36.3% |
| YTD | +21.2% | +37.2% | -16.0% | +13.4% |
| 1Y | +35.6% | +42.3% | -6.7% | +25.6% |
| 3Y | -2.0% | -4.4% | +2.4% | -7.7% |
| 5Y | +26.0% | -26.4% | +52.4% | +22.0% |
| 10Y | +278.7% | +106.3% | +172.5% | +191.5% |
| All | +2,500.0% | +2,173.7% | +326.3% | +1,313.9% |
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