+152.4%
DKNG vs HWM
+1,088.0%
-935.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.7% | +3.6% | +4.1% |
| 7D | +3.0% | -11.4% | +14.5% | +7.3% |
| 30D | -3.0% | -18.5% | +15.5% | +3.7% |
| 3M | -17.6% | -13.2% | -4.4% | -14.5% |
| 6M | -3.2% | -8.7% | +5.4% | -2.3% |
| YTD | -28.2% | +12.2% | -40.4% | -33.5% |
| 1Y | -46.1% | +24.9% | -71.0% | -52.3% |
| 3Y | -22.2% | +383.9% | -406.1% | -59.5% |
| 5Y | -60.4% | +646.1% | -706.5% | -81.8% |
| All | +152.4% | +1,088.0% | -935.6% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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