+722.6%
HUBS vs DECK
+476.0%
+246.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.6% | -4.5% | -3.6% |
| 7D | -5.0% | -2.2% | -2.8% | -4.1% |
| 30D | -1.0% | -13.6% | +12.6% | +5.4% |
| 3M | +12.4% | -21.2% | +33.6% | +24.6% |
| 6M | -11.1% | -21.1% | +10.0% | -2.8% |
| YTD | -38.3% | -17.2% | -21.1% | -35.0% |
| 1Y | -46.7% | -30.7% | -15.9% | -40.0% |
| 3Y | -55.1% | -3.4% | -51.8% | -60.6% |
| 5Y | -64.8% | +25.5% | -90.4% | -73.5% |
| 10Y | +334.3% | +714.7% | -380.3% | +64.7% |
| All | +722.6% | +476.0% | +246.6% | +234.9% |
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