+268.4%
HUBS vs DECK
+874.1%
-605.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.6% |
| 7D | -14.6% | +5.8% | -20.3% | -16.8% |
| 30D | -8.9% | +7.9% | -16.8% | -12.2% |
| 3M | -0.9% | -11.4% | +10.5% | +4.0% |
| 6M | -14.7% | -16.6% | +1.9% | -8.0% |
| YTD | -50.0% | -16.4% | -33.7% | -47.7% |
| 1Y | -49.2% | +8.6% | -57.9% | -53.1% |
| 3Y | -52.3% | -15.1% | -37.2% | -55.7% |
| 5Y | -75.0% | +22.9% | -97.9% | -81.6% |
| All | +268.4% | +874.1% | -605.7% | +42.1% |
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