+134.6%
JHX vs DECK
+938.4%
-803.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +4.3% | +3.2% | +6.2% |
| 7D | +7.7% | +6.4% | +1.3% | +5.8% |
| 30D | +19.2% | +9.1% | +10.1% | +16.2% |
| 3M | -1.0% | -7.2% | +6.3% | +1.2% |
| 6M | +42.7% | -9.9% | +52.7% | +46.9% |
| YTD | +44.3% | -12.8% | +57.1% | +49.0% |
| 1Y | +72.2% | +10.6% | +61.6% | +65.7% |
| 3Y | +1.1% | -13.8% | +14.9% | -2.9% |
| 5Y | -23.6% | +27.6% | -51.2% | -38.0% |
| 10Y | +134.6% | +887.0% | -752.5% | +14.7% |
| All | +134.6% | +938.4% | -803.9% | +14.7% |
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 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