+34.9%
JHX vs CLX
-19.1%
+54.0%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.2% | -1.0% | -2.1% |
| 7D | +1.6% | -4.9% | +6.5% | +4.1% |
| 30D | -5.0% | -15.8% | +10.8% | +3.2% |
| 3M | +24.5% | -7.9% | +32.4% | +29.0% |
| 6M | +34.9% | -19.0% | +54.0% | +54.4% |
| All | +34.9% | -19.1% | +54.0% | +54.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling