+3.2%
HAL vs DKS
+199.2%
-196.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.7% | -2.8% |
| 7D | -3.3% | -4.7% | +1.5% | -2.0% |
| 30D | +7.2% | -35.1% | +42.3% | +18.2% |
| 3M | -8.8% | -37.7% | +28.9% | +1.2% |
| 6M | +3.0% | -30.7% | +33.7% | +9.9% |
| YTD | +29.4% | -31.9% | +61.3% | +38.6% |
| 1Y | +62.8% | -40.0% | +102.8% | +80.1% |
| 3Y | -6.4% | +28.4% | -34.8% | -19.8% |
| 5Y | +103.6% | +12.4% | +91.2% | +70.2% |
| All | +3.2% | +199.2% | -196.0% | -52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded DKS 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling