+6.3%
HAL vs DKS
+199.7%
-193.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.1% | +0.7% |
| 7D | -1.3% | -2.9% | +1.6% | -0.6% |
| 30D | +10.9% | -37.7% | +48.6% | +23.6% |
| 3M | -5.8% | -38.9% | +33.1% | +5.0% |
| 6M | +8.1% | -31.1% | +39.2% | +15.6% |
| YTD | +33.2% | -31.8% | +65.0% | +42.6% |
| 1Y | +74.2% | -38.0% | +112.2% | +91.0% |
| 3Y | -3.7% | +28.6% | -32.3% | -17.5% |
| 5Y | +111.9% | +12.5% | +99.3% | +77.0% |
| All | +6.3% | +199.7% | -193.5% | -51.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling