+5,845.5%
DKS vs FHN
+45.9%
+5,799.6%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.4% | -0.4% |
| 7D | +3.0% | +1.2% | +1.8% | +2.6% |
| 30D | -30.5% | -4.7% | -25.8% | -29.3% |
| 3M | -35.7% | +3.5% | -39.2% | -36.5% |
| 6M | -29.7% | +7.8% | -37.5% | -31.5% |
| YTD | -28.9% | +5.9% | -34.7% | -30.4% |
| 1Y | -35.9% | +12.5% | -48.3% | -38.9% |
| 3Y | +28.2% | +117.2% | -89.1% | -4.9% |
| 5Y | +11.8% | +86.5% | -74.7% | -18.7% |
| 10Y | +211.6% | +125.7% | +85.9% | +97.7% |
| All | +5,845.5% | +45.9% | +5,799.6% | +3,553.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling