+152.4%
DKNG vs HBM
+414.9%
-262.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.5% | +4.8% | +4.5% |
| 7D | +3.0% | -3.3% | +6.3% | +3.7% |
| 30D | -3.0% | -4.8% | +1.8% | -2.2% |
| 3M | -17.6% | -0.4% | -17.2% | -18.5% |
| 6M | -3.2% | +17.9% | -21.1% | -10.0% |
| YTD | -28.2% | +33.7% | -61.9% | -36.0% |
| 1Y | -46.1% | +95.6% | -141.7% | -56.6% |
| 3Y | -22.2% | +458.1% | -480.3% | -54.3% |
| 5Y | -60.4% | +329.0% | -389.4% | -76.1% |
| All | +152.4% | +414.9% | -262.4% | +2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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