+5,598.1%
DKS vs HIG
+397.6%
+5,200.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | +0.1% | +0.6% |
| 7D | -2.9% | -0.5% | -2.4% | -2.8% |
| 30D | -37.7% | -2.8% | -34.9% | -37.2% |
| 3M | -38.9% | +6.3% | -45.3% | -39.9% |
| 6M | -31.1% | -0.1% | -31.0% | -31.2% |
| YTD | -31.8% | +0.4% | -32.2% | -32.0% |
| 1Y | -38.0% | +6.2% | -44.3% | -39.2% |
| 3Y | +28.6% | +101.6% | -73.0% | +7.0% |
| 5Y | +12.5% | +119.8% | -107.3% | -8.4% |
| 10Y | +198.3% | +311.7% | -113.4% | +107.1% |
| All | +5,598.1% | +397.6% | +5,200.5% | +2,870.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling