+641.5%
DECK vs USHY
+46.9%
+594.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +5.8% | -0.3% | +6.0% | +6.3% |
| 30D | +7.9% | 0.0% | +7.8% | +7.8% |
| 3M | -11.4% | -2.4% | -9.0% | -6.6% |
| 6M | -16.6% | -1.6% | -14.9% | -13.3% |
| YTD | -16.4% | -0.2% | -16.2% | -15.4% |
| 1Y | +8.6% | +1.2% | +7.4% | +6.8% |
| 3Y | -15.1% | +24.1% | -39.2% | -43.5% |
| 5Y | +22.9% | +18.1% | +4.8% | -7.2% |
| All | +641.5% | +46.9% | +594.7% | +301.0% |
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