+196.8%
DKS vs HIG
+313.7%
-116.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.6% |
| 7D | -3.0% | -1.5% | -1.5% | -2.1% |
| 30D | -33.4% | -0.4% | -33.0% | -33.2% |
| 3M | -39.4% | +6.7% | -46.0% | -41.5% |
| 6M | -30.1% | +2.0% | -32.1% | -31.1% |
| YTD | -31.0% | +0.3% | -31.2% | -31.5% |
| 1Y | -40.2% | +4.2% | -44.4% | -42.1% |
| 3Y | +30.9% | +102.2% | -71.3% | -14.6% |
| 5Y | +14.0% | +118.5% | -104.5% | -29.7% |
| All | +196.8% | +313.7% | -116.9% | +17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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