+2,220.4%
JHX vs EL
+669.7%
+1,550.8%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.3% | -0.2% | -1.7% |
| 7D | -4.9% | -4.4% | -0.5% | -3.3% |
| 30D | -9.3% | +10.3% | -19.6% | -12.9% |
| 3M | +28.1% | +13.4% | +14.7% | +21.7% |
| 6M | +35.2% | +3.1% | +32.1% | +31.9% |
| YTD | +35.9% | -6.9% | +42.8% | +36.1% |
| 1Y | +42.5% | +11.9% | +30.6% | +33.0% |
| 3Y | -4.5% | -33.8% | +29.3% | +0.6% |
| 5Y | -27.1% | -69.0% | +41.9% | -0.4% |
| 10Y | +104.2% | +25.3% | +79.0% | +70.8% |
| All | +2,220.4% | +669.7% | +1,550.8% | +1,057.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling