+25.0%
DKS vs FHN
+60.0%
-35.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.5% |
| 7D | +3.3% | +1.3% | +2.0% | +2.9% |
| 30D | +5.9% | +2.8% | +3.1% | +5.1% |
| 3M | -27.4% | -8.9% | -18.5% | -25.2% |
| 6M | -32.6% | -0.7% | -31.9% | -32.4% |
| YTD | -24.8% | +0.1% | -24.9% | -24.8% |
| 1Y | -32.8% | +10.4% | -43.2% | -34.7% |
| 3Y | +39.1% | +128.8% | -89.7% | +14.0% |
| 5Y | +25.0% | +61.5% | -36.5% | +7.3% |
| All | +25.0% | +60.0% | -35.0% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 5y: compounded portfolio wealth divided by compounded FHN 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…
5y analysis · Full analysis span regression · 6 months rolling