+89.6%
HPE vs DECK
+10.4%
+79.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.5% | -10.3% | -11.9% |
| 7D | -25.0% | +6.0% | -31.0% | -24.8% |
| 30D | -37.3% | +7.4% | -44.8% | -37.1% |
| 3M | -16.8% | -11.7% | -5.2% | -16.5% |
| 6M | +47.8% | -11.0% | +58.8% | +47.1% |
| YTD | +86.0% | -15.4% | +101.4% | +85.7% |
| 1Y | +89.6% | +7.2% | +82.4% | +75.8% |
| All | +89.6% | +10.4% | +79.2% | +75.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling