+128.0%
HL vs DECK
+885.7%
-757.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.8% | -3.0% |
| 7D | 0.0% | +6.0% | -6.0% | -1.1% |
| 30D | -15.5% | +7.4% | -22.9% | -16.7% |
| 3M | -12.6% | -11.7% | -1.0% | -10.4% |
| 6M | -15.2% | -11.0% | -4.3% | -13.6% |
| YTD | -24.7% | -15.4% | -9.3% | -23.4% |
| 1Y | +19.4% | +7.2% | +12.2% | +14.7% |
| 3Y | +236.8% | -11.8% | +248.6% | +215.4% |
| 5Y | +146.5% | +24.3% | +122.2% | +102.8% |
| All | +128.0% | +885.7% | -757.6% | +46.9% |
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 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