+701.1%
HLT vs DECK
+938.4%
-237.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.3% | -3.5% | -0.5% |
| 7D | +2.3% | +6.4% | -4.1% | +0.5% |
| 30D | +14.3% | +9.1% | +5.2% | +11.4% |
| 3M | +17.6% | -7.2% | +24.8% | +19.7% |
| 6M | +17.9% | -9.9% | +27.9% | +20.3% |
| YTD | +30.1% | -12.8% | +42.9% | +32.7% |
| 1Y | +36.8% | +10.6% | +26.2% | +29.7% |
| 3Y | +137.6% | -13.8% | +151.4% | +123.6% |
| 5Y | +154.9% | +27.6% | +127.3% | +100.4% |
| 10Y | +701.1% | +887.0% | -185.9% | +275.5% |
| All | +701.1% | +938.4% | -237.3% | +275.5% |
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