+692.9%
CLF vs JHX
+2,357.9%
-1,665.0%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | +0.1% | -0.8% |
| 7D | +6.5% | +4.5% | +2.0% | +4.1% |
| 30D | +0.2% | -1.2% | +1.5% | +0.5% |
| 3M | -3.1% | +32.8% | -35.8% | -16.3% |
| 6M | +25.0% | +41.2% | -16.2% | +3.9% |
| YTD | -7.5% | +43.9% | -51.4% | -23.7% |
| 1Y | +11.5% | +48.0% | -36.5% | -10.3% |
| 3Y | -13.7% | +1.2% | -14.9% | -26.1% |
| 5Y | -47.0% | -22.6% | -24.4% | -49.7% |
| 10Y | +116.3% | +111.5% | +4.8% | +17.2% |
| All | +692.9% | +2,357.9% | -1,665.0% | +81.4% |
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