+54.9%
JHX vs ELAN
+3.3%
+51.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -6.4% | +3.5% | +0.2% |
| 7D | +6.4% | +1.9% | +4.5% | +5.4% |
| 30D | +12.3% | +5.3% | +6.9% | +9.4% |
| 3M | +1.1% | -9.7% | +10.7% | +5.6% |
| 6M | +42.2% | +3.0% | +39.2% | +35.7% |
| YTD | +38.1% | +4.6% | +33.5% | +32.0% |
| 1Y | +54.9% | +9.6% | +45.3% | +44.9% |
| All | +54.9% | +3.3% | +51.6% | +44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 1y: compounded portfolio wealth divided by compounded ELAN 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…
1y analysis · Full analysis span regression · 6 months rolling