+28.5%
DECK vs HAS
+57.3%
-28.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +3.1% | +2.9% | +4.7% |
| 7D | +10.4% | +2.4% | +7.9% | +9.3% |
| 30D | +11.1% | +31.6% | -20.5% | -1.7% |
| 3M | -10.8% | +33.9% | -44.6% | -21.7% |
| 6M | -8.7% | +31.4% | -40.2% | -19.8% |
| YTD | -14.0% | +51.6% | -65.7% | -29.8% |
| 1Y | +12.0% | +65.2% | -53.1% | -12.2% |
| 3Y | -10.5% | +188.7% | -199.2% | -45.2% |
| 5Y | +28.5% | +55.7% | -27.2% | +16.9% |
| All | +28.5% | +57.3% | -28.8% | +16.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling