-27.2%
JHX vs EL
-69.0%
+41.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.8% |
| 7D | -6.3% | -6.5% | +0.2% | -4.1% |
| 30D | -7.7% | +11.1% | -18.9% | -11.4% |
| 3M | +19.2% | +10.7% | +8.5% | +14.4% |
| 6M | +38.3% | +6.9% | +31.4% | +33.3% |
| YTD | +37.2% | -6.3% | +43.5% | +36.9% |
| 1Y | +42.3% | +13.5% | +28.8% | +32.5% |
| 3Y | -4.4% | -33.1% | +28.7% | +0.5% |
| All | -27.2% | -69.0% | +41.8% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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