+877.2%
DECK vs HBM
+376.3%
+500.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -1.5% |
| 7D | +5.8% | -3.6% | +9.4% | +6.4% |
| 30D | +7.9% | -19.2% | +27.0% | +11.8% |
| 3M | -11.4% | -20.5% | +9.1% | -8.4% |
| 6M | -16.6% | -12.8% | -3.7% | -16.4% |
| YTD | -16.4% | +5.4% | -21.8% | -20.6% |
| 1Y | +8.6% | +33.0% | -24.3% | -1.7% |
| 3Y | -15.1% | +357.3% | -372.4% | -41.9% |
| 5Y | +22.9% | +210.4% | -187.5% | -13.7% |
| All | +877.2% | +376.3% | +500.9% | +395.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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