+12.4%
DKS vs HRB
+109.9%
-97.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.1% |
| 7D | -4.7% | -12.2% | +7.4% | -2.4% |
| 30D | -35.1% | -3.0% | -32.1% | -34.8% |
| 3M | -37.7% | +21.7% | -59.4% | -40.2% |
| 6M | -30.7% | +52.3% | -83.1% | -37.1% |
| YTD | -31.9% | +6.5% | -38.4% | -32.4% |
| 1Y | -40.0% | -6.7% | -33.3% | -38.4% |
| 3Y | +28.4% | +25.1% | +3.3% | +15.9% |
| 5Y | +12.4% | +113.8% | -101.3% | -14.1% |
| All | +12.4% | +109.9% | -97.4% | -14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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