+8.7%
HPQ vs DECK
+23.3%
-14.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.2% | -3.0% |
| 7D | -1.1% | +5.8% | -6.9% | -2.6% |
| 30D | -11.7% | +7.9% | -19.6% | -13.6% |
| 3M | +2.0% | -11.4% | +13.4% | +5.1% |
| 6M | +35.9% | -16.6% | +52.4% | +42.0% |
| YTD | +32.7% | -16.4% | +49.0% | +36.8% |
| 1Y | +14.3% | +8.6% | +5.6% | +9.2% |
| 3Y | +17.8% | -15.1% | +32.9% | +12.0% |
| All | +8.7% | +23.3% | -14.5% | -15.0% |
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 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