-22.2%
DKNG vs HST
+66.8%
-88.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.5% | +3.9% | +4.1% |
| 7D | +3.0% | +0.9% | +2.2% | +2.6% |
| 30D | -3.0% | -2.5% | -0.6% | -1.5% |
| 3M | -17.6% | -5.1% | -12.5% | -15.7% |
| 6M | -3.2% | +21.6% | -24.9% | -15.8% |
| YTD | -28.2% | +31.6% | -59.8% | -41.0% |
| 1Y | -46.1% | +36.1% | -82.2% | -56.7% |
| 3Y | -22.2% | +66.5% | -88.6% | -50.6% |
| All | -22.2% | +66.8% | -88.9% | -50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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