+1,773.8%
HWM vs DECK
+885.9%
+887.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.0% | -0.9% |
| 7D | -2.1% | -2.2% | +0.1% | -1.5% |
| 30D | -11.0% | -13.6% | +2.6% | -7.1% |
| 3M | +4.0% | -21.2% | +25.3% | +11.0% |
| 6M | -0.2% | -21.1% | +20.9% | +6.1% |
| YTD | +26.7% | -17.2% | +43.9% | +31.6% |
| 1Y | +44.7% | -30.7% | +75.5% | +57.3% |
| 3Y | +426.1% | -3.4% | +429.4% | +370.0% |
| 5Y | +738.5% | +25.5% | +713.0% | +551.1% |
| All | +1,773.8% | +885.9% | +887.9% | +726.2% |
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 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