+2,259.1%
JHX vs DECK
+35,793.7%
-33,534.6%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.4% | -2.6% |
| 7D | +6.4% | +6.0% | +0.4% | +5.3% |
| 30D | +12.3% | +7.4% | +4.8% | +10.8% |
| 3M | +1.1% | -11.7% | +12.7% | +3.4% |
| 6M | +42.2% | -11.0% | +53.2% | +45.3% |
| YTD | +38.1% | -15.4% | +53.5% | +41.9% |
| 1Y | +54.9% | +7.2% | +47.7% | +52.3% |
| 3Y | +6.6% | -11.8% | +18.5% | +5.1% |
| 5Y | -28.5% | +24.3% | -52.8% | -34.9% |
| 10Y | +126.9% | +907.5% | -780.7% | +45.2% |
| All | +2,259.1% | +35,793.7% | -33,534.6% | +1,304.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling