+111.8%
JHX vs ALLY
+174.3%
-62.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.5% |
| 7D | -0.2% | +0.4% | -0.5% | -0.3% |
| 30D | +13.1% | +5.2% | +7.9% | +10.8% |
| 3M | -10.0% | -13.3% | +3.3% | -4.3% |
| 6M | +38.9% | -6.7% | +45.6% | +43.6% |
| YTD | +34.0% | -12.8% | +46.8% | +42.4% |
| 1Y | +66.0% | +0.7% | +65.3% | +66.0% |
| 3Y | -6.2% | +65.2% | -71.5% | -25.9% |
| 5Y | -31.6% | -10.1% | -21.4% | -33.3% |
| All | +111.8% | +174.3% | -62.5% | +24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 10y: compounded portfolio wealth divided by compounded ALLY 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…
10y analysis · Full analysis span regression · 6 months rolling