+137.6%
HST vs DECK
+874.1%
-736.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.1% | +0.3% |
| 7D | -2.7% | +5.8% | -8.4% | -4.3% |
| 30D | +10.7% | +7.9% | +2.8% | +8.1% |
| 3M | +6.3% | -11.4% | +17.7% | +9.7% |
| 6M | +19.0% | -16.6% | +35.5% | +24.5% |
| YTD | +47.0% | -16.4% | +63.4% | +52.0% |
| 1Y | +53.4% | +8.6% | +44.8% | +46.0% |
| 3Y | +78.0% | -15.1% | +93.1% | +69.5% |
| 5Y | +71.7% | +22.9% | +48.8% | +37.4% |
| All | +137.6% | +874.1% | -736.5% | +9.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling