+55.5%
JHX vs ELF
-17.5%
+73.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.1% | +0.5% | +2.1% |
| 7D | +1.5% | +5.4% | -3.8% | +0.4% |
| 30D | +7.2% | +27.0% | -19.8% | +1.8% |
| 3M | +29.9% | +113.2% | -83.3% | +9.7% |
| 6M | +35.4% | +36.6% | -1.2% | +24.6% |
| YTD | +46.5% | +44.2% | +2.2% | +32.6% |
| 1Y | +55.5% | -18.0% | +73.5% | +57.4% |
| All | +55.5% | -17.5% | +73.1% | +57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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