+32.2%
DKS vs HUBB
+46.2%
-14.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.8% | +0.6% | +1.6% |
| 7D | -2.0% | -0.1% | -2.0% | -2.0% |
| 30D | -32.7% | -10.0% | -22.8% | -29.4% |
| 3M | -38.8% | -1.6% | -37.2% | -39.0% |
| 6M | -29.4% | -3.1% | -26.4% | -30.0% |
| YTD | -30.3% | +4.6% | -34.9% | -33.9% |
| 1Y | -39.6% | +3.3% | -42.9% | -42.6% |
| 3Y | +32.2% | +46.6% | -14.4% | +2.8% |
| All | +32.2% | +46.2% | -14.0% | +2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 HUBB 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