+16.6%
DKS vs HBM
+327.6%
-311.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.5% |
| 7D | -2.0% | -3.3% | +1.3% | -1.6% |
| 30D | -32.7% | -4.8% | -27.9% | -32.7% |
| 3M | -38.8% | -0.4% | -38.4% | -39.6% |
| 6M | -29.4% | +17.9% | -47.3% | -33.4% |
| YTD | -30.3% | +33.7% | -64.0% | -36.6% |
| 1Y | -39.6% | +95.6% | -135.2% | -49.5% |
| 3Y | +32.2% | +458.1% | -425.9% | -12.8% |
| All | +16.6% | +327.6% | -311.0% | -19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling