-24.4%
JHX vs ALLY
-1.1%
-23.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.1% | -2.1% | -2.7% |
| 7D | +1.6% | -1.9% | +3.5% | +2.5% |
| 30D | -5.0% | -4.5% | -0.5% | -3.1% |
| 3M | +24.5% | -2.8% | +27.3% | +26.2% |
| 6M | +34.9% | +10.3% | +24.6% | +30.4% |
| YTD | +39.3% | -5.7% | +45.0% | +42.9% |
| 1Y | +48.6% | +3.9% | +44.6% | +46.1% |
| 3Y | -2.0% | +64.7% | -66.7% | -22.0% |
| 5Y | -24.4% | -2.6% | -21.8% | -29.9% |
| All | -24.4% | -1.1% | -23.3% | -29.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling