+152.4%
DKNG vs HLT
+230.1%
-77.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.4% | +4.4% |
| 7D | +3.0% | -1.6% | +4.6% | +4.2% |
| 30D | -3.0% | -5.0% | +2.0% | +0.6% |
| 3M | -17.6% | -10.4% | -7.2% | -11.7% |
| 6M | -3.2% | +3.2% | -6.5% | -7.5% |
| YTD | -28.2% | +6.7% | -34.9% | -33.1% |
| 1Y | -46.1% | +10.3% | -56.3% | -51.0% |
| 3Y | -22.2% | +99.3% | -121.5% | -53.9% |
| 5Y | -60.4% | +143.7% | -204.1% | -78.4% |
| All | +152.4% | +230.1% | -77.6% | +21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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