-49.3%
CLF vs JHX
-27.7%
-21.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.5% | +0.3% | -1.2% |
| 7D | -3.7% | -4.9% | +1.2% | -1.8% |
| 30D | -4.7% | -9.3% | +4.6% | -1.2% |
| 3M | -4.7% | +28.1% | -32.8% | -14.1% |
| 6M | +24.0% | +35.2% | -11.2% | +8.8% |
| YTD | -10.9% | +35.9% | -46.8% | -21.9% |
| 1Y | +4.0% | +42.5% | -38.5% | -11.0% |
| 3Y | -16.9% | -4.5% | -12.5% | -26.3% |
| 5Y | -49.3% | -27.1% | -22.2% | -45.0% |
| All | -49.3% | -27.7% | -21.6% | -45.0% |
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