-27.1%
JHX vs ECL
+26.5%
-53.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.4% |
| 7D | -4.9% | -2.6% | -2.2% | -3.3% |
| 30D | -9.3% | -4.6% | -4.7% | -6.7% |
| 3M | +28.1% | +6.0% | +22.1% | +23.9% |
| 6M | +35.2% | -3.0% | +38.2% | +38.1% |
| YTD | +35.9% | +4.0% | +31.8% | +33.9% |
| 1Y | +42.5% | +2.0% | +40.5% | +41.6% |
| 3Y | -4.5% | +53.9% | -58.4% | -25.2% |
| 5Y | -27.1% | +27.1% | -54.2% | -35.9% |
| All | -27.1% | +26.5% | -53.6% | -35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 5y: compounded portfolio wealth divided by compounded ECL 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…
5y analysis · Full analysis span regression · 6 months rolling