+28,614.9%
DECK vs HIG
+991.9%
+27,623.0%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.4% |
| 7D | +6.0% | +3.8% | +2.2% | +5.1% |
| 30D | +7.4% | +8.1% | -0.7% | +5.6% |
| 3M | -11.7% | -4.1% | -7.5% | -10.8% |
| 6M | -11.0% | +3.1% | -14.1% | -11.7% |
| YTD | -15.4% | +0.8% | -16.2% | -15.6% |
| 1Y | +7.2% | +8.8% | -1.6% | +5.1% |
| 3Y | -11.8% | +95.2% | -107.0% | -24.6% |
| 5Y | +24.3% | +110.8% | -86.5% | +4.5% |
| 10Y | +907.5% | +292.6% | +615.0% | +630.3% |
| All | +28,614.9% | +991.9% | +27,623.0% | +16,185.5% |
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 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