+340.5%
HPE vs DECK
+874.1%
-533.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.7% |
| 7D | -18.7% | +5.8% | -24.5% | -20.1% |
| 30D | -37.9% | +7.9% | -45.8% | -39.4% |
| 3M | -14.4% | -11.4% | -3.0% | -12.2% |
| 6M | +48.2% | -16.6% | +64.8% | +53.2% |
| YTD | +88.6% | -16.4% | +105.0% | +92.1% |
| 1Y | +94.8% | +8.6% | +86.1% | +83.4% |
| 3Y | +202.7% | -15.1% | +217.8% | +191.5% |
| 5Y | +231.6% | +22.9% | +208.8% | +176.8% |
| All | +340.5% | +874.1% | -533.6% | +148.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling