+227.1%
HPE vs DECK
+25.8%
+201.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.5% | -10.3% | -11.5% |
| 7D | -25.0% | +6.0% | -31.0% | -26.2% |
| 30D | -37.3% | +7.4% | -44.8% | -38.7% |
| 3M | -16.8% | -11.7% | -5.2% | -14.7% |
| 6M | +47.8% | -11.0% | +58.8% | +49.8% |
| YTD | +86.0% | -15.4% | +101.4% | +88.7% |
| 1Y | +89.6% | +7.2% | +82.4% | +78.8% |
| 3Y | +198.2% | -11.8% | +210.0% | +181.5% |
| 5Y | +227.1% | +24.3% | +202.8% | +161.2% |
| All | +227.1% | +25.8% | +201.3% | +161.2% |
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