+110.0%
JHX vs DECK
+730.5%
-620.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.4% | +1.3% | -1.7% |
| 7D | -3.8% | -3.7% | -0.2% | -2.7% |
| 30D | +11.7% | +0.6% | +11.1% | +11.7% |
| 3M | -10.7% | -7.3% | -3.4% | -8.6% |
| 6M | +36.5% | -10.9% | +47.4% | +41.1% |
| YTD | +32.8% | -18.5% | +51.3% | +40.0% |
| 1Y | +62.5% | +0.2% | +62.3% | +61.2% |
| 3Y | -5.7% | -19.8% | +14.1% | -7.5% |
| 5Y | -32.2% | +18.7% | -50.9% | -43.8% |
| All | +110.0% | +730.5% | -620.5% | +6.6% |
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