-18.4%
HAL vs DECK
+885.7%
-904.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.7% | -2.8% |
| 7D | -11.1% | +6.0% | -17.1% | -12.8% |
| 30D | -2.4% | +7.4% | -9.9% | -4.9% |
| 3M | +0.8% | -11.7% | +12.4% | +3.9% |
| 6M | -22.8% | -11.0% | -11.8% | -21.6% |
| YTD | +14.5% | -15.4% | +29.9% | +16.5% |
| 1Y | +20.2% | +7.2% | +12.9% | +12.6% |
| 3Y | -15.2% | -11.8% | -3.3% | -23.5% |
| 5Y | +42.5% | +24.3% | +18.2% | +7.0% |
| All | -18.4% | +885.7% | -904.0% | -68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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