+514.5%
HPE vs DECK
+781.5%
-267.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.5% | -10.3% | -11.4% |
| 7D | -25.0% | +6.0% | -31.0% | -26.3% |
| 30D | -37.3% | +7.4% | -44.8% | -38.8% |
| 3M | -16.8% | -11.7% | -5.2% | -14.6% |
| 6M | +47.8% | -11.0% | +58.8% | +50.0% |
| YTD | +86.0% | -15.4% | +101.4% | +88.9% |
| 1Y | +89.6% | +7.2% | +82.4% | +79.3% |
| 3Y | +198.2% | -11.8% | +210.0% | +184.1% |
| 5Y | +227.1% | +24.3% | +202.8% | +172.1% |
| 10Y | +355.6% | +907.5% | -551.9% | +115.8% |
| All | +514.5% | +781.5% | -267.1% | +185.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling