+8.4%
HD vs DECK
+31.2%
-22.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +6.0% | +0.6% | +5.1% |
| 7D | +11.9% | +10.4% | +1.6% | +9.4% |
| 30D | +26.4% | +11.1% | +15.3% | +23.4% |
| 3M | +2.8% | -10.8% | +13.6% | +5.4% |
| 6M | +15.5% | -8.7% | +24.2% | +17.6% |
| YTD | +5.5% | -14.0% | +19.6% | +8.3% |
| 1Y | -4.6% | +12.0% | -16.6% | -7.9% |
| 3Y | +29.9% | -10.5% | +40.3% | +21.1% |
| 5Y | +8.4% | +28.5% | -20.1% | -10.8% |
| All | +8.4% | +31.2% | -22.8% | -10.8% |
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