-4.4%
JHX vs DKS
+29.1%
-33.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.6% |
| 7D | -6.3% | -3.0% | -3.4% | -5.5% |
| 30D | -7.7% | -33.4% | +25.6% | +2.3% |
| 3M | +19.2% | -39.4% | +58.5% | +36.2% |
| 6M | +38.3% | -30.1% | +68.4% | +50.5% |
| YTD | +37.2% | -31.0% | +68.2% | +49.8% |
| 1Y | +42.3% | -40.2% | +82.4% | +61.7% |
| 3Y | -4.4% | +30.9% | -35.3% | -18.5% |
| All | -4.4% | +29.1% | -33.5% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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