+2,788.8%
DECK vs HBM
+435.3%
+2,353.5%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.4% | +5.8% | -0.2% |
| 7D | +6.0% | -11.9% | +17.9% | +8.4% |
| 30D | +7.4% | -23.6% | +31.1% | +12.4% |
| 3M | -11.7% | -20.5% | +8.9% | -8.6% |
| 6M | -11.0% | -7.9% | -3.1% | -11.6% |
| YTD | -15.4% | +3.8% | -19.1% | -19.2% |
| 1Y | +7.2% | +31.7% | -24.4% | -2.3% |
| 3Y | -11.8% | +342.4% | -354.2% | -38.2% |
| 5Y | +24.3% | +205.5% | -181.2% | -10.9% |
| 10Y | +907.5% | +379.4% | +528.1% | +463.9% |
| All | +2,788.8% | +435.3% | +2,353.5% | +1,029.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling