+67.5%
HST vs DECK
-3.0%
+70.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | 0.0% |
| 7D | -1.0% | -2.2% | +1.2% | -0.6% |
| 30D | -12.3% | -13.6% | +1.3% | -9.7% |
| 3M | -6.4% | -21.2% | +14.9% | -2.0% |
| 6M | +15.0% | -21.1% | +36.1% | +19.9% |
| YTD | +30.5% | -17.2% | +47.7% | +34.2% |
| 1Y | +35.7% | -30.7% | +66.4% | +44.1% |
| All | +67.5% | -3.0% | +70.5% | +84.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling