+215.5%
HPE vs DECK
-3.0%
+218.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.6% | -6.0% | -4.8% |
| 7D | -0.6% | -2.2% | +1.6% | -0.1% |
| 30D | -2.3% | -13.6% | +11.3% | +0.7% |
| 3M | -2.9% | -21.2% | +18.4% | +1.8% |
| 6M | +143.6% | -21.1% | +164.7% | +153.7% |
| YTD | +118.5% | -17.2% | +135.7% | +123.0% |
| 1Y | +129.2% | -30.7% | +159.9% | +144.6% |
| All | +215.5% | -3.0% | +218.5% | +219.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling