+138.7%
HLT vs DECK
-13.4%
+152.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.4% |
| 7D | +3.8% | +5.8% | -2.0% | +2.7% |
| 30D | +15.6% | +7.9% | +7.7% | +13.9% |
| 3M | +15.1% | -11.4% | +26.5% | +17.5% |
| 6M | +15.3% | -16.6% | +31.9% | +18.6% |
| YTD | +29.1% | -16.4% | +45.5% | +32.1% |
| 1Y | +39.9% | +8.6% | +31.3% | +35.9% |
| 3Y | +138.7% | -15.1% | +153.8% | +135.4% |
| All | +138.7% | -13.4% | +152.1% | +135.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling