+12.5%
DKS vs FHN
+90.1%
-77.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.9% |
| 7D | -2.9% | 0.0% | -2.9% | -2.9% |
| 30D | -37.7% | -2.6% | -35.1% | -37.2% |
| 3M | -38.9% | 0.0% | -39.0% | -38.9% |
| 6M | -31.1% | +9.2% | -40.3% | -32.8% |
| YTD | -31.8% | +4.3% | -36.2% | -32.7% |
| 1Y | -38.0% | +10.8% | -48.8% | -40.1% |
| 3Y | +28.6% | +130.7% | -102.1% | +4.8% |
| 5Y | +12.5% | +87.4% | -74.8% | -7.3% |
| All | +12.5% | +90.1% | -77.5% | -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