+721.9%
HLT vs DECK
+874.1%
-152.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.6% |
| 7D | +3.8% | +5.8% | -2.0% | +2.1% |
| 30D | +15.6% | +7.9% | +7.7% | +13.1% |
| 3M | +15.1% | -11.4% | +26.5% | +18.8% |
| 6M | +15.3% | -16.6% | +31.9% | +20.3% |
| YTD | +29.1% | -16.4% | +45.5% | +33.3% |
| 1Y | +39.9% | +8.6% | +31.3% | +33.4% |
| 3Y | +138.7% | -15.1% | +153.8% | +125.4% |
| 5Y | +147.4% | +22.9% | +124.5% | +96.5% |
| All | +721.9% | +874.1% | -152.2% | +283.4% |
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