+650.3%
DECK vs USHY
+46.9%
+603.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -0.9% |
| 7D | +6.0% | -0.5% | +6.5% | +7.2% |
| 30D | +7.4% | -0.1% | +7.5% | +7.6% |
| 3M | -11.7% | -2.5% | -9.2% | -6.7% |
| 6M | -11.0% | -1.3% | -9.6% | -8.1% |
| YTD | -15.4% | -0.2% | -15.2% | -14.3% |
| 1Y | +7.2% | +1.3% | +5.9% | +5.2% |
| 3Y | -11.8% | +23.4% | -35.2% | -40.7% |
| 5Y | +24.3% | +18.1% | +6.3% | -6.1% |
| All | +650.3% | +46.9% | +603.5% | +305.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling