+417.6%
CL vs JHX
+2,279.7%
-1,862.1%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.8% | -0.1% |
| 7D | -2.3% | +1.6% | -3.9% | -2.5% |
| 30D | -5.5% | -5.0% | -0.5% | -5.1% |
| 3M | +0.8% | +24.5% | -23.6% | -1.6% |
| 6M | -4.2% | +34.9% | -39.1% | -7.6% |
| YTD | +13.4% | +39.3% | -25.9% | +8.9% |
| 1Y | +7.1% | +48.6% | -41.5% | +1.9% |
| 3Y | +29.0% | -2.0% | +31.1% | +24.4% |
| 5Y | +28.3% | -24.4% | +52.7% | +25.4% |
| 10Y | +57.3% | +109.4% | -52.1% | +33.6% |
| All | +417.6% | +2,279.7% | -1,862.1% | +264.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling