-30.4%
JHX vs DECK
+23.3%
-53.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.7% | -2.5% |
| 7D | +2.2% | +5.8% | -3.5% | +0.7% |
| 30D | +13.2% | +7.9% | +5.3% | +10.8% |
| 3M | -0.5% | -11.4% | +10.9% | +2.8% |
| 6M | +30.0% | -16.6% | +46.6% | +36.4% |
| YTD | +34.2% | -16.4% | +50.6% | +40.0% |
| 1Y | +60.6% | +8.6% | +52.0% | +56.2% |
| 3Y | +3.6% | -15.1% | +18.7% | -1.9% |
| All | -30.4% | +23.3% | -53.7% | -46.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling