+150.1%
HYG vs DECK
+2,180.8%
-2,030.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.3% |
| 7D | -0.2% | -0.8% | +0.6% | -0.2% |
| 30D | +0.6% | +4.9% | -4.3% | +0.2% |
| 3M | -1.2% | -5.8% | +4.6% | -0.9% |
| 6M | -0.4% | -8.6% | +8.2% | 0.0% |
| YTD | +0.8% | -14.7% | +15.6% | +1.4% |
| 1Y | +1.7% | +6.9% | -5.2% | +0.5% |
| 3Y | +24.7% | -16.2% | +40.9% | +23.2% |
| 5Y | +18.4% | +25.3% | -6.9% | +11.9% |
| 10Y | +57.6% | +781.3% | -723.7% | +25.9% |
| All | +150.1% | +2,180.8% | -2,030.6% | +78.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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