+3.6%
JHX vs DECK
-13.4%
+17.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.7% | -2.5% |
| 7D | +2.2% | +5.8% | -3.5% | +0.9% |
| 30D | +13.2% | +7.9% | +5.3% | +11.1% |
| 3M | -0.5% | -11.4% | +10.9% | +2.3% |
| 6M | +30.0% | -16.6% | +46.6% | +35.5% |
| YTD | +34.2% | -16.4% | +50.6% | +39.5% |
| 1Y | +60.6% | +8.6% | +52.0% | +58.2% |
| 3Y | +3.6% | -15.1% | +18.7% | +18.4% |
| All | +3.6% | -13.4% | +17.0% | +18.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling