+147.3%
HYG vs DECK
+2,137.7%
-1,990.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | 0.0% |
| 7D | -0.3% | +5.8% | -6.0% | -0.7% |
| 30D | +0.1% | +7.9% | -7.8% | -0.5% |
| 3M | -2.3% | -11.4% | +9.1% | -1.5% |
| 6M | -1.7% | -16.6% | +14.9% | -0.6% |
| YTD | -0.3% | -16.4% | +16.0% | +0.5% |
| 1Y | +1.1% | +8.6% | -7.6% | -0.2% |
| 3Y | +23.2% | -15.1% | +38.3% | +21.6% |
| 5Y | +16.2% | +22.9% | -6.7% | +9.9% |
| 10Y | +53.1% | +895.7% | -842.6% | +21.2% |
| All | +147.3% | +2,137.7% | -1,990.3% | +76.3% |
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