-14.4%
CLF vs JHX
-4.5%
-9.9%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +1.0% | +1.6% |
| 7D | -3.5% | -6.3% | +2.8% | -1.3% |
| 30D | -1.6% | -7.7% | +6.2% | +1.1% |
| 3M | -12.0% | +19.2% | -31.2% | -17.8% |
| 6M | +30.0% | +38.3% | -8.3% | +15.0% |
| YTD | -9.2% | +37.2% | -46.4% | -19.2% |
| 1Y | +2.3% | +42.3% | -40.0% | -10.6% |
| 3Y | -14.4% | -4.4% | -10.0% | -15.2% |
| All | -14.4% | -4.5% | -9.9% | -15.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling