+12.0%
DECK vs HIG
+12.7%
-0.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +2.4% | +3.6% | +4.7% |
| 7D | +10.4% | +6.2% | +4.2% | +7.1% |
| 30D | +11.1% | +9.4% | +1.7% | +6.1% |
| 3M | -10.8% | -2.3% | -8.4% | -9.6% |
| 6M | -8.7% | +4.2% | -12.9% | -10.4% |
| YTD | -14.0% | +1.6% | -15.6% | -16.6% |
| 1Y | +12.0% | +9.9% | +2.1% | +9.0% |
| All | +12.0% | +12.7% | -0.7% | +9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 1y: compounded portfolio wealth divided by compounded HIG 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…
1y analysis · Full analysis span regression · 6 months rolling