+646.9%
HLT vs DECK
+513.5%
+133.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.4% |
| 7D | -3.3% | -2.2% | -1.1% | -2.7% |
| 30D | -4.1% | -13.6% | +9.5% | -0.3% |
| 3M | -7.9% | -21.2% | +13.3% | -2.3% |
| 6M | +2.2% | -21.1% | +23.2% | +8.1% |
| YTD | +8.5% | -17.2% | +25.7% | +12.4% |
| 1Y | +12.1% | -30.7% | +42.9% | +21.0% |
| 3Y | +107.6% | -3.4% | +111.0% | +89.0% |
| 5Y | +156.4% | +25.5% | +130.8% | +106.7% |
| 10Y | +566.3% | +714.7% | -148.4% | +219.2% |
| All | +646.9% | +513.5% | +133.4% | +264.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling