+47.4%
JHX vs DECK
+11.2%
+36.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +6.0% | +2.3% | +5.8% |
| 7D | +13.3% | +10.4% | +2.9% | +8.9% |
| 30D | +17.1% | +11.1% | +6.0% | +12.3% |
| 3M | +4.1% | -10.8% | +14.9% | +8.0% |
| 6M | +48.5% | -8.7% | +57.2% | +52.8% |
| YTD | +42.3% | -14.0% | +56.3% | +50.3% |
| 1Y | +47.4% | +12.0% | +35.3% | +42.7% |
| All | +47.4% | +11.2% | +36.1% | +42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 1y: compounded portfolio wealth divided by compounded DECK 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…
1y analysis · Full analysis span regression · 6 months rolling