+42.3%
JHX vs CLX
-25.9%
+68.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.6% |
| 7D | -6.3% | -5.7% | -0.6% | -3.5% |
| 30D | -7.7% | -17.0% | +9.3% | +1.2% |
| 3M | +19.2% | -9.7% | +28.9% | +24.9% |
| 6M | +38.3% | -19.8% | +58.1% | +54.3% |
| YTD | +37.2% | -9.8% | +47.1% | +45.5% |
| 1Y | +42.3% | -26.2% | +68.5% | +58.5% |
| All | +42.3% | -25.9% | +68.1% | +58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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