+597.0%
HPE vs DECK
+795.3%
-198.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +6.0% | -11.6% | -7.2% |
| 7D | -17.0% | +10.4% | -27.3% | -19.3% |
| 30D | -26.7% | +11.1% | -37.8% | -29.1% |
| 3M | -4.1% | -10.8% | +6.6% | -1.9% |
| 6M | +75.4% | -8.7% | +84.2% | +76.8% |
| YTD | +111.0% | -14.0% | +125.1% | +113.3% |
| 1Y | +116.4% | +12.0% | +104.4% | +102.0% |
| 3Y | +238.2% | -10.5% | +248.7% | +220.8% |
| 5Y | +275.7% | +28.5% | +247.2% | +209.5% |
| 10Y | +416.8% | +923.3% | -506.5% | +143.7% |
| All | +597.0% | +795.3% | -198.3% | +222.0% |
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