+242.9%
HL vs DECK
+718.3%
-475.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.6% | -4.0% | -2.8% |
| 7D | +1.5% | -2.2% | +3.7% | +1.9% |
| 30D | +25.1% | -13.6% | +38.6% | +28.8% |
| 3M | +22.9% | -21.2% | +44.1% | +28.7% |
| 6M | -4.9% | -21.1% | +16.2% | -0.6% |
| YTD | +7.8% | -17.2% | +25.1% | +10.1% |
| 1Y | +133.9% | -30.7% | +164.6% | +147.0% |
| 3Y | +380.9% | -3.4% | +384.3% | +335.1% |
| 5Y | +230.2% | +25.5% | +204.7% | +168.2% |
| All | +242.9% | +718.3% | -475.3% | +111.7% |
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