+45.6%
DKS vs HBM
+424.8%
-379.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.1% | +3.9% | +3.0% |
| 7D | +6.3% | +2.2% | +4.1% | +5.9% |
| 30D | +9.3% | -11.8% | +21.1% | +11.2% |
| 3M | -25.3% | -19.2% | -6.1% | -23.5% |
| 6M | -29.2% | -22.9% | -6.3% | -27.7% |
| YTD | -22.7% | +7.8% | -30.5% | -28.6% |
| 1Y | -30.1% | +34.9% | -65.0% | -39.1% |
| 3Y | +45.6% | +422.2% | -376.6% | -18.6% |
| All | +45.6% | +424.8% | -379.1% | -18.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling