+20.2%
CLF vs JHX
+44.7%
-24.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +8.3% | -17.5% | -12.5% |
| 7D | -7.9% | +13.3% | -21.2% | -13.0% |
| 30D | +5.2% | +17.1% | -11.9% | -2.6% |
| 3M | +4.3% | +4.1% | +0.2% | +1.5% |
| 6M | +25.3% | +48.5% | -23.2% | +0.6% |
| YTD | -3.3% | +42.3% | -45.6% | -20.8% |
| 1Y | +20.2% | +47.4% | -27.2% | -3.2% |
| All | +20.2% | +44.7% | -24.5% | -3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling