+152.4%
DKNG vs HAS
-1.8%
+154.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.5% | +2.8% | +3.7% |
| 7D | +3.0% | -1.1% | +4.1% | +3.5% |
| 30D | -3.0% | -2.8% | -0.2% | -1.8% |
| 3M | -17.6% | +10.1% | -27.7% | -21.1% |
| 6M | -3.2% | -1.4% | -1.9% | -3.7% |
| YTD | -28.2% | +14.2% | -42.4% | -33.3% |
| 1Y | -46.1% | +18.2% | -64.3% | -50.6% |
| 3Y | -22.2% | +48.6% | -70.8% | -37.5% |
| 5Y | -60.4% | +14.2% | -74.6% | -64.5% |
| All | +152.4% | -1.8% | +154.3% | +101.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 10y: compounded portfolio wealth divided by compounded HAS 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…
10y analysis · Full analysis span regression · 6 months rolling