+1,642.7%
DKS vs HBM
+456.2%
+1,186.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +11.4% |
| 3M | -25.3% | -19.2% | -6.1% | -23.2% |
| 6M | -29.2% | -22.9% | -6.3% | -27.6% |
| YTD | -22.7% | +7.8% | -30.5% | -26.7% |
| 1Y | -30.1% | +34.9% | -65.0% | -36.5% |
| 3Y | +45.6% | +422.2% | -376.6% | +0.5% |
| 5Y | +28.5% | +192.8% | -164.4% | -6.3% |
| 10Y | +235.2% | +281.1% | -45.9% | +101.6% |
| All | +1,642.7% | +456.2% | +1,186.5% | +682.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling