+888.8%
DECK vs HAS
+102.4%
+786.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.1% | -0.8% |
| 7D | +6.0% | 0.0% | +6.0% | +6.1% |
| 30D | +7.4% | +31.3% | -23.9% | -4.7% |
| 3M | -11.7% | +32.1% | -43.8% | -21.9% |
| 6M | -11.0% | +28.1% | -39.1% | -20.8% |
| YTD | -15.4% | +49.1% | -64.5% | -30.1% |
| 1Y | +7.2% | +60.5% | -53.3% | -14.3% |
| 3Y | -11.8% | +183.9% | -195.7% | -45.5% |
| 5Y | +24.3% | +51.2% | -26.9% | -0.7% |
| All | +888.8% | +102.4% | +786.4% | +544.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 10y: compounded portfolio wealth divided by compounded HAS 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…
10y analysis · Full analysis span regression · 6 months rolling