+196.8%
DKS vs HBM
+619.2%
-422.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.5% |
| 7D | -3.0% | -3.3% | +0.3% | -2.5% |
| 30D | -33.4% | -4.8% | -28.6% | -33.2% |
| 3M | -39.4% | -0.4% | -38.9% | -40.3% |
| 6M | -30.1% | +17.9% | -48.0% | -34.5% |
| YTD | -31.0% | +33.7% | -64.7% | -37.8% |
| 1Y | -40.2% | +95.6% | -135.8% | -50.7% |
| 3Y | +30.9% | +458.1% | -427.2% | -17.1% |
| 5Y | +14.0% | +329.0% | -315.0% | -28.1% |
| All | +196.8% | +619.2% | -422.4% | +43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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