+29.3%
DKS vs HIG
+101.4%
-72.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | +0.1% | +0.5% |
| 7D | -2.9% | -0.5% | -2.4% | -2.7% |
| 30D | -37.7% | -2.8% | -34.9% | -37.0% |
| 3M | -38.9% | +6.3% | -45.3% | -40.3% |
| 6M | -31.1% | -0.1% | -31.0% | -31.1% |
| YTD | -31.8% | +0.4% | -32.2% | -32.0% |
| 1Y | -38.0% | +6.2% | -44.3% | -39.7% |
| All | +29.3% | +101.4% | -72.1% | -14.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling