+720.3%
HLT vs DECK
+870.0%
-149.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.5% | +2.0% |
| 7D | +4.4% | +6.8% | -2.4% | +2.4% |
| 30D | +16.3% | +8.3% | +8.0% | +13.6% |
| 3M | +22.2% | -7.9% | +30.0% | +24.6% |
| 6M | +20.0% | -10.6% | +30.6% | +22.7% |
| YTD | +32.4% | -13.4% | +45.8% | +35.3% |
| 1Y | +38.6% | +12.5% | +26.1% | +30.8% |
| 3Y | +136.4% | -14.9% | +151.3% | +123.3% |
| 5Y | +162.8% | +27.5% | +135.3% | +106.5% |
| 10Y | +720.3% | +839.4% | -119.1% | +285.1% |
| All | +720.3% | +870.0% | -149.7% | +285.1% |
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