+205.5%
HD vs DECK
+718.3%
-512.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.6% | +0.5% |
| 7D | -2.1% | -2.2% | +0.2% | -1.5% |
| 30D | -8.4% | -13.6% | +5.2% | -4.9% |
| 3M | +4.3% | -21.2% | +25.6% | +10.9% |
| 6M | -11.1% | -21.1% | +10.0% | -5.8% |
| YTD | -4.7% | -17.2% | +12.6% | -0.9% |
| 1Y | -19.8% | -30.7% | +10.9% | -13.3% |
| 3Y | +4.1% | -3.4% | +7.5% | -5.0% |
| 5Y | +10.3% | +25.5% | -15.2% | -10.7% |
| All | +205.5% | +718.3% | -512.7% | +52.5% |
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