+148.5%
HLT vs DECK
+23.3%
+125.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.5% |
| 7D | +3.8% | +5.8% | -2.0% | +2.3% |
| 30D | +15.6% | +7.9% | +7.7% | +13.4% |
| 3M | +15.1% | -11.4% | +26.5% | +18.3% |
| 6M | +15.3% | -16.6% | +31.9% | +19.7% |
| YTD | +29.1% | -16.4% | +45.5% | +32.9% |
| 1Y | +39.9% | +8.6% | +31.3% | +34.1% |
| 3Y | +138.7% | -15.1% | +153.8% | +120.4% |
| All | +148.5% | +23.3% | +125.2% | +79.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling