+6,920.8%
DECK vs HAS
+1,019.4%
+5,901.4%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.7% |
| 7D | -2.2% | -1.8% | -0.4% | -1.6% |
| 30D | -13.6% | +2.3% | -15.9% | -14.3% |
| 3M | -21.2% | +10.4% | -31.6% | -24.1% |
| 6M | -21.1% | -3.2% | -17.9% | -20.7% |
| YTD | -17.2% | +15.4% | -32.6% | -22.2% |
| 1Y | -30.7% | +18.8% | -49.5% | -35.6% |
| 3Y | -3.4% | +43.9% | -47.3% | -17.4% |
| 5Y | +25.5% | +13.9% | +11.7% | +14.9% |
| 10Y | +714.7% | +56.4% | +658.2% | +532.0% |
| All | +6,920.8% | +1,019.4% | +5,901.4% | +3,364.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling