+101.1%
JHX vs ELAN
-28.2%
+129.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.5% |
| 7D | -6.3% | -5.4% | -0.9% | -4.5% |
| 30D | -7.7% | +4.7% | -12.4% | -9.3% |
| 3M | +19.2% | -3.7% | +22.8% | +19.8% |
| 6M | +38.3% | -1.2% | +39.5% | +37.5% |
| YTD | +37.2% | +2.4% | +34.8% | +35.0% |
| 1Y | +42.3% | +23.4% | +18.9% | +31.5% |
| 3Y | -4.4% | +96.7% | -101.1% | -30.1% |
| 5Y | -26.4% | -30.6% | +4.2% | -22.4% |
| All | +101.1% | -28.2% | +129.2% | +79.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling