+232.1%
HPE vs DECK
+23.3%
+208.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.7% |
| 7D | -18.7% | +5.8% | -24.5% | -20.0% |
| 30D | -37.9% | +7.9% | -45.8% | -39.3% |
| 3M | -14.4% | -11.4% | -3.0% | -12.3% |
| 6M | +48.2% | -16.6% | +64.8% | +52.9% |
| YTD | +88.6% | -16.4% | +105.0% | +91.8% |
| 1Y | +94.8% | +8.6% | +86.1% | +82.8% |
| 3Y | +202.7% | -15.1% | +217.8% | +188.8% |
| All | +232.1% | +23.3% | +208.8% | +167.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling