+130.0%
HL vs DECK
+753.0%
-623.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.7% | -4.6% | -2.5% |
| 7D | -11.1% | +0.1% | -11.3% | -11.1% |
| 30D | -12.1% | +4.8% | -16.9% | -12.9% |
| 3M | -26.1% | -6.9% | -19.2% | -25.0% |
| 6M | -37.7% | -7.6% | -30.2% | -36.9% |
| YTD | -31.7% | -16.3% | -15.4% | -30.3% |
| 1Y | -11.6% | +4.5% | -16.1% | -14.6% |
| 3Y | +249.6% | -17.1% | +266.7% | +232.6% |
| 5Y | +108.5% | +21.9% | +86.6% | +71.5% |
| All | +130.0% | +753.0% | -623.0% | +31.7% |
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