+2,357.9%
JHX vs ECL
+2,029.8%
+328.1%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.5% |
| 7D | +4.5% | -0.8% | +5.3% | +5.0% |
| 30D | -1.2% | -2.5% | +1.3% | +0.1% |
| 3M | +32.8% | +8.3% | +24.4% | +27.2% |
| 6M | +41.2% | -1.1% | +42.3% | +42.9% |
| YTD | +43.9% | +6.5% | +37.4% | +40.1% |
| 1Y | +48.0% | +2.1% | +46.0% | +47.2% |
| 3Y | +1.2% | +57.6% | -56.4% | -21.7% |
| 5Y | -22.6% | +28.1% | -50.7% | -34.3% |
| 10Y | +111.5% | +153.2% | -41.8% | +27.1% |
| All | +2,357.9% | +2,029.8% | +328.1% | +823.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling