+1,387.8%
JHX vs DKS
+6,162.0%
-4,774.1%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.4% | +0.4% |
| 7D | -6.3% | -2.0% | -4.3% | -5.8% |
| 30D | -7.7% | -32.7% | +25.0% | +0.3% |
| 3M | +19.2% | -38.8% | +58.0% | +32.6% |
| 6M | +38.3% | -29.4% | +67.7% | +48.3% |
| YTD | +37.2% | -30.3% | +67.5% | +47.5% |
| 1Y | +42.3% | -39.6% | +81.9% | +58.0% |
| 3Y | -4.4% | +32.2% | -36.6% | -15.3% |
| 5Y | -26.4% | +15.1% | -41.5% | -35.4% |
| 10Y | +106.3% | +204.9% | -98.7% | +25.4% |
| All | +1,387.8% | +6,162.0% | -4,774.1% | +452.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling