-3.7%
HD vs DECK
+10.4%
-14.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.0% |
| 7D | +6.4% | +6.0% | +0.4% | +4.5% |
| 30D | +22.1% | +7.4% | +14.6% | +19.4% |
| 3M | -0.2% | -11.7% | +11.5% | +3.0% |
| 6M | +12.6% | -11.0% | +23.6% | +15.8% |
| YTD | +3.9% | -15.4% | +19.3% | +7.4% |
| 1Y | -3.7% | +7.2% | -11.0% | -6.9% |
| All | -3.7% | +10.4% | -14.1% | -6.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling