+109.2%
JHX vs DECK
+718.3%
-609.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.6% | +1.0% | +2.1% |
| 7D | +1.5% | -2.2% | +3.8% | +2.2% |
| 30D | +7.2% | -13.6% | +20.8% | +11.7% |
| 3M | +29.9% | -21.2% | +51.2% | +38.9% |
| 6M | +35.4% | -21.1% | +56.5% | +44.9% |
| YTD | +46.5% | -17.2% | +63.7% | +53.4% |
| 1Y | +55.5% | -30.7% | +86.3% | +69.6% |
| 3Y | -0.4% | -3.4% | +2.9% | -8.5% |
| 5Y | -23.3% | +25.5% | -48.9% | -37.7% |
| All | +109.2% | +718.3% | -609.1% | +9.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling