+103.7%
JHX vs ELF
+303.8%
-200.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.8% |
| 7D | -6.3% | -11.6% | +5.3% | -4.2% |
| 30D | -7.7% | +4.6% | -12.4% | -8.6% |
| 3M | +19.2% | +59.7% | -40.5% | +8.8% |
| 6M | +38.3% | +21.2% | +17.1% | +32.0% |
| YTD | +37.2% | +27.4% | +9.8% | +29.0% |
| 1Y | +42.3% | -29.8% | +72.1% | +46.5% |
| 3Y | -4.4% | -28.5% | +24.1% | -8.7% |
| 5Y | -26.4% | +220.0% | -246.4% | -49.0% |
| All | +103.7% | +303.8% | -200.1% | +20.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling