-22.2%
DKNG vs HLT
+99.0%
-121.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.4% | +4.4% |
| 7D | +3.0% | -1.6% | +4.6% | +4.3% |
| 30D | -3.0% | -5.0% | +2.0% | +0.7% |
| 3M | -17.6% | -10.4% | -7.2% | -11.2% |
| 6M | -3.2% | +3.2% | -6.5% | -9.0% |
| YTD | -28.2% | +6.7% | -34.9% | -34.7% |
| 1Y | -46.1% | +10.3% | -56.3% | -52.5% |
| 3Y | -22.2% | +99.3% | -121.5% | -67.8% |
| All | -22.2% | +99.0% | -121.2% | -67.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling