+86.6%
HST vs DECK
+31.2%
+55.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.0% | -4.7% | -0.3% |
| 7D | +3.3% | +10.4% | -7.0% | +0.7% |
| 30D | +16.4% | +11.1% | +5.3% | +13.1% |
| 3M | +5.5% | -10.8% | +16.2% | +8.3% |
| 6M | +31.1% | -8.7% | +39.9% | +33.3% |
| YTD | +55.9% | -14.0% | +70.0% | +59.5% |
| 1Y | +75.6% | +12.0% | +63.6% | +66.6% |
| 3Y | +87.8% | -10.5% | +98.2% | +74.1% |
| 5Y | +86.6% | +28.5% | +58.2% | +44.2% |
| All | +86.6% | +31.2% | +55.4% | +44.2% |
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