+7.8%
HD vs DECK
+25.8%
-18.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.2% |
| 7D | +6.4% | +6.0% | +0.4% | +5.0% |
| 30D | +22.1% | +7.4% | +14.6% | +20.1% |
| 3M | -0.2% | -11.7% | +11.5% | +2.6% |
| 6M | +12.6% | -11.0% | +23.6% | +15.3% |
| YTD | +3.9% | -15.4% | +19.3% | +7.0% |
| 1Y | -3.7% | +7.2% | -11.0% | -6.1% |
| 3Y | +27.9% | -11.8% | +39.7% | +19.6% |
| 5Y | +7.8% | +24.3% | -16.5% | -8.8% |
| All | +7.8% | +25.8% | -18.0% | -8.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling