-15.1%
DECK vs USHY
+24.4%
-39.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +5.8% | -0.3% | +6.0% | +6.7% |
| 30D | +7.9% | 0.0% | +7.8% | +7.7% |
| 3M | -11.4% | -1.8% | -9.6% | -5.2% |
| 6M | -16.6% | -1.0% | -15.5% | -13.0% |
| YTD | -16.4% | +0.5% | -16.8% | -16.7% |
| 1Y | +8.6% | +1.9% | +6.8% | +3.1% |
| 3Y | -15.1% | +24.9% | -40.0% | -45.1% |
| All | -15.1% | +24.4% | -39.5% | -45.1% |
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