+29,063.2%
DECK vs HIG
+1,000.0%
+28,063.2%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +2.4% | +3.6% | +5.4% |
| 7D | +10.4% | +6.2% | +4.2% | +8.9% |
| 30D | +11.1% | +9.4% | +1.7% | +8.8% |
| 3M | -10.8% | -2.3% | -8.4% | -10.3% |
| 6M | -8.7% | +4.2% | -12.9% | -9.7% |
| YTD | -14.0% | +1.6% | -15.6% | -14.4% |
| 1Y | +12.0% | +9.9% | +2.1% | +9.5% |
| 3Y | -10.5% | +96.6% | -107.1% | -23.5% |
| 5Y | +28.5% | +112.1% | -83.6% | +7.9% |
| 10Y | +923.3% | +295.5% | +627.8% | +640.4% |
| All | +29,063.2% | +1,000.0% | +28,063.2% | +16,411.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling