+877.2%
DECK vs HIG
+276.3%
+600.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | 0.0% |
| 7D | +5.8% | +1.1% | +4.7% | +5.2% |
| 30D | +7.9% | +5.6% | +2.3% | +4.9% |
| 3M | -11.4% | -6.9% | -4.5% | -8.1% |
| 6M | -16.6% | +1.3% | -17.9% | -17.4% |
| YTD | -16.4% | -1.5% | -14.9% | -16.0% |
| 1Y | +8.6% | +6.6% | +2.0% | +4.5% |
| 3Y | -15.1% | +91.2% | -106.3% | -41.1% |
| 5Y | +22.9% | +106.1% | -83.2% | -19.0% |
| All | +877.2% | +276.3% | +600.9% | +288.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling