+8.6%
DECK vs HIG
+6.2%
+2.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | +0.1% |
| 7D | +5.8% | +1.1% | +4.7% | +5.3% |
| 30D | +7.9% | +5.6% | +2.3% | +5.1% |
| 3M | -11.4% | -6.9% | -4.5% | -8.0% |
| 6M | -16.6% | +1.3% | -17.9% | -16.8% |
| YTD | -16.4% | -1.5% | -14.9% | -17.5% |
| 1Y | +8.6% | +6.6% | +2.0% | +9.0% |
| All | +8.6% | +6.2% | +2.4% | +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