-14.1%
DECK vs USHY
+23.7%
-37.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -0.4% |
| 7D | +6.0% | -0.5% | +6.5% | +8.0% |
| 30D | +7.4% | -0.1% | +7.5% | +7.6% |
| 3M | -11.7% | -2.5% | -9.2% | -3.1% |
| 6M | -11.0% | -1.3% | -9.6% | -6.1% |
| YTD | -15.4% | -0.2% | -15.2% | -13.9% |
| 1Y | +7.2% | +1.3% | +5.9% | +3.7% |
| All | -14.1% | +23.7% | -37.8% | -43.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling