+166.2%
HLT vs DECK
+24.2%
+142.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.4% |
| 7D | +0.1% | -0.8% | +0.9% | +0.3% |
| 30D | +15.1% | +4.9% | +10.2% | +13.6% |
| 3M | +19.8% | -5.8% | +25.7% | +21.3% |
| 6M | +19.6% | -8.6% | +28.1% | +21.2% |
| YTD | +31.4% | -14.7% | +46.1% | +34.5% |
| 1Y | +38.0% | +6.9% | +31.2% | +32.9% |
| 3Y | +134.7% | -16.2% | +150.9% | +118.0% |
| 5Y | +166.2% | +25.3% | +140.9% | +95.5% |
| All | +166.2% | +24.2% | +142.0% | +95.5% |
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 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