-1.8%
DECK vs HAS
+44.2%
-46.0%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.8% |
| 7D | -2.2% | -1.8% | -0.4% | -1.5% |
| 30D | -13.6% | +2.3% | -15.9% | -14.4% |
| 3M | -21.2% | +10.4% | -31.6% | -24.5% |
| 6M | -21.1% | -3.2% | -17.9% | -20.7% |
| YTD | -17.2% | +15.4% | -32.6% | -23.4% |
| 1Y | -30.7% | +18.8% | -49.5% | -36.8% |
| All | -1.8% | +44.2% | -46.0% | -11.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling