+787.2%
HLT vs DECK
+527.3%
+259.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.4% |
| 7D | +3.6% | +6.0% | -2.5% | +1.9% |
| 30D | +14.6% | +7.4% | +7.1% | +12.3% |
| 3M | +13.9% | -11.7% | +25.6% | +17.6% |
| 6M | +18.3% | -11.0% | +29.3% | +21.0% |
| YTD | +28.9% | -15.4% | +44.2% | +32.5% |
| 1Y | +40.0% | +7.2% | +32.8% | +34.3% |
| 3Y | +137.5% | -11.8% | +149.3% | +123.7% |
| 5Y | +146.8% | +24.3% | +122.5% | +100.5% |
| 10Y | +731.8% | +907.5% | -175.8% | +279.6% |
| All | +787.2% | +527.3% | +259.9% | +330.3% |
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