+1,426.5%
DKS vs HBM
+654.4%
+772.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +5.8% | -10.6% | -5.9% |
| 7D | -0.4% | +7.4% | -7.8% | -1.7% |
| 30D | -36.6% | +5.1% | -41.7% | -37.5% |
| 3M | -37.6% | +11.1% | -48.7% | -39.6% |
| 6M | -32.1% | +30.2% | -62.3% | -36.8% |
| YTD | -32.3% | +46.2% | -78.5% | -38.9% |
| 1Y | -39.5% | +120.0% | -159.5% | -49.6% |
| 3Y | +27.7% | +527.4% | -499.8% | -14.5% |
| 5Y | +15.0% | +400.4% | -385.4% | -23.7% |
| 10Y | +192.6% | +621.5% | -428.9% | +59.3% |
| All | +1,426.5% | +654.4% | +772.1% | +552.6% |
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 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