+26.3%
DECK vs HIG
+110.3%
-84.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +2.4% | +3.6% | +4.7% |
| 7D | +10.4% | +6.2% | +4.2% | +6.9% |
| 30D | +11.1% | +9.4% | +1.7% | +5.8% |
| 3M | -10.8% | -2.3% | -8.4% | -9.7% |
| 6M | -8.7% | +4.2% | -12.9% | -11.0% |
| YTD | -14.0% | +1.6% | -15.6% | -15.1% |
| 1Y | +12.0% | +9.9% | +2.1% | +5.9% |
| 3Y | -10.5% | +96.6% | -107.1% | -41.3% |
| All | +26.3% | +110.3% | -84.0% | -24.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling