+877.2%
DECK vs HRB
+249.6%
+627.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.2% | +3.0% | -0.1% |
| 7D | +5.8% | +2.7% | +3.1% | +5.1% |
| 30D | +7.9% | +22.1% | -14.2% | +2.4% |
| 3M | -11.4% | +15.7% | -27.1% | -15.3% |
| 6M | -16.6% | +83.3% | -99.9% | -30.2% |
| YTD | -16.4% | +25.0% | -41.4% | -22.6% |
| 1Y | +8.6% | +6.9% | +1.7% | +5.1% |
| 3Y | -15.1% | +39.0% | -54.2% | -26.5% |
| 5Y | +22.9% | +146.4% | -123.5% | -13.5% |
| All | +877.2% | +249.6% | +627.6% | +492.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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