+621.7%
HPE vs DECK
+762.1%
-140.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.6% | -6.0% | -4.9% |
| 7D | -0.6% | -2.2% | +1.6% | 0.0% |
| 30D | -2.3% | -13.6% | +11.3% | +1.4% |
| 3M | -2.9% | -21.2% | +18.4% | +2.7% |
| 6M | +143.6% | -21.1% | +164.7% | +156.0% |
| YTD | +118.5% | -17.2% | +135.7% | +124.4% |
| 1Y | +129.2% | -30.7% | +159.9% | +145.6% |
| 3Y | +212.5% | -3.4% | +215.9% | +189.6% |
| 5Y | +286.9% | +25.5% | +261.4% | +220.4% |
| 10Y | +432.3% | +714.7% | -282.3% | +170.2% |
| All | +621.7% | +762.1% | -140.4% | +238.8% |
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 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