+143.6%
DKNG vs HST
+63.8%
+79.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | +1.8% | +2.0% | -0.2% | +0.9% |
| 30D | -0.7% | -5.2% | +4.6% | +2.0% |
| 3M | -3.7% | -6.2% | +2.6% | -1.1% |
| 6M | -5.1% | +20.4% | -25.5% | -14.6% |
| YTD | -30.7% | +30.6% | -61.4% | -40.3% |
| 1Y | -48.5% | +37.4% | -85.8% | -56.7% |
| 3Y | -25.1% | +66.1% | -91.2% | -43.3% |
| 5Y | -62.3% | +73.7% | -136.1% | -71.0% |
| All | +143.6% | +63.8% | +79.8% | +64.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling