+12.4%
DKS vs HIG
+118.8%
-106.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.3% | -0.3% |
| 7D | -4.7% | -2.3% | -2.5% | -3.6% |
| 30D | -35.1% | -1.2% | -33.9% | -34.6% |
| 3M | -37.7% | +6.3% | -44.0% | -39.6% |
| 6M | -30.7% | +0.6% | -31.3% | -31.2% |
| YTD | -31.9% | +0.6% | -32.5% | -32.4% |
| 1Y | -40.0% | +6.1% | -46.1% | -42.3% |
| 3Y | +28.4% | +102.0% | -73.6% | -17.5% |
| 5Y | +12.4% | +119.2% | -106.8% | -32.8% |
| All | +12.4% | +118.8% | -106.3% | -32.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling