+655.8%
DECK vs USHY
+48.7%
+607.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.9% |
| 7D | -0.8% | -0.2% | -0.6% | -0.3% |
| 30D | +4.9% | +0.5% | +4.4% | +3.9% |
| 3M | -5.8% | -1.2% | -4.7% | -3.2% |
| 6M | -8.6% | -0.1% | -8.5% | -8.0% |
| YTD | -14.7% | +1.1% | -15.9% | -15.9% |
| 1Y | +6.9% | +2.0% | +4.9% | +3.5% |
| 3Y | -16.2% | +25.8% | -42.0% | -45.7% |
| 5Y | +25.3% | +20.4% | +4.9% | -9.0% |
| All | +655.8% | +48.7% | +607.1% | +298.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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