+43.4%
CL vs JHX
-31.7%
+75.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +1.8% |
| 7D | +3.2% | -0.2% | +3.4% | +3.2% |
| 30D | +8.0% | +13.1% | -5.1% | +7.2% |
| 3M | +7.9% | -10.0% | +17.9% | +8.4% |
| 6M | +14.7% | +38.9% | -24.2% | +12.0% |
| YTD | +29.2% | +34.0% | -4.8% | +26.2% |
| 1Y | +29.5% | +66.0% | -36.4% | +25.1% |
| 3Y | +40.7% | -6.2% | +46.9% | +37.2% |
| All | +43.4% | -31.7% | +75.0% | +41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JHX.
Daily Out/Under-Performance
Portfolio return minus JHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JHX 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 5y: compounded portfolio wealth divided by compounded JHX 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…
5y analysis · Full analysis span regression · 6 months rolling