+137.7%
HST vs DECK
+885.7%
-748.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.5% | -4.1% | -5.2% |
| 7D | -4.2% | +6.0% | -10.2% | -5.8% |
| 30D | +9.6% | +7.4% | +2.1% | +7.2% |
| 3M | -1.1% | -11.7% | +10.5% | +2.3% |
| 6M | +21.1% | -11.0% | +32.0% | +24.2% |
| YTD | +47.1% | -15.4% | +62.5% | +51.5% |
| 1Y | +64.0% | +7.2% | +56.8% | +56.7% |
| 3Y | +77.1% | -11.8% | +89.0% | +66.6% |
| 5Y | +71.8% | +24.3% | +47.4% | +37.0% |
| All | +137.7% | +885.7% | -748.0% | +9.0% |
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 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