+566.5%
HUBS vs DECK
+482.0%
+84.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -12.1% |
| 3M | -0.9% | -11.4% | +10.5% | +3.9% |
| 6M | -14.7% | -16.6% | +1.9% | -8.2% |
| YTD | -50.0% | -16.4% | -33.7% | -47.8% |
| 1Y | -49.2% | +8.6% | -57.9% | -52.9% |
| 3Y | -52.3% | -15.1% | -37.2% | -55.2% |
| 5Y | -75.0% | +22.9% | -97.9% | -81.0% |
| 10Y | +294.1% | +895.7% | -601.6% | +39.5% |
| All | +566.5% | +482.0% | +84.5% | +169.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling