+243.8%
JHX vs ALLY
+124.8%
+119.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.2% | +2.4% |
| 7D | +1.5% | +3.7% | -2.1% | 0.0% |
| 30D | +7.2% | -2.3% | +9.4% | +8.1% |
| 3M | +29.9% | +3.8% | +26.1% | +28.1% |
| 6M | +35.4% | +9.7% | +25.7% | +31.1% |
| YTD | +46.5% | -1.4% | +47.9% | +47.5% |
| 1Y | +55.5% | +8.2% | +47.3% | +50.4% |
| 3Y | -0.4% | +66.5% | -66.9% | -21.5% |
| 5Y | -23.3% | +1.2% | -24.5% | -29.2% |
| 10Y | +111.1% | +191.4% | -80.3% | +14.7% |
| All | +243.8% | +124.8% | +119.0% | +93.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling