+106.8%
JHX vs ELF
+317.0%
-210.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.1% | +0.9% | -2.4% |
| 7D | +1.6% | -6.8% | +8.4% | +2.9% |
| 30D | -5.0% | +5.1% | -10.1% | -5.9% |
| 3M | +24.5% | +79.8% | -55.3% | +11.2% |
| 6M | +34.9% | +29.7% | +5.2% | +27.2% |
| YTD | +39.3% | +31.6% | +7.7% | +30.3% |
| 1Y | +48.6% | -27.9% | +76.5% | +52.2% |
| 3Y | -2.0% | -26.4% | +24.4% | -6.9% |
| 5Y | -24.4% | +235.6% | -260.0% | -48.1% |
| All | +106.8% | +317.0% | -210.2% | +21.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling