+2,220.4%
JHX vs CLX
+398.7%
+1,821.7%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.5% | -2.3% |
| 7D | -4.9% | -5.9% | +1.0% | -3.4% |
| 30D | -9.3% | -17.0% | +7.7% | -4.9% |
| 3M | +28.1% | -9.6% | +37.7% | +31.3% |
| 6M | +35.2% | -21.5% | +56.7% | +43.2% |
| YTD | +35.9% | -8.8% | +44.7% | +38.8% |
| 1Y | +42.5% | -24.7% | +67.2% | +52.2% |
| 3Y | -4.5% | -35.6% | +31.2% | +4.8% |
| 5Y | -27.1% | -37.6% | +10.5% | -20.9% |
| 10Y | +104.2% | -2.4% | +106.6% | +88.4% |
| All | +2,220.4% | +398.7% | +1,821.7% | +1,670.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling