-17.4%
HAL vs DKS
+217.6%
-235.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | +0.2% |
| 7D | +2.6% | +3.3% | -0.6% | +1.7% |
| 30D | -0.1% | +5.9% | -6.0% | -2.0% |
| 3M | -1.1% | -27.4% | +26.3% | +5.1% |
| 6M | -20.7% | -32.6% | +11.9% | -14.7% |
| YTD | +17.5% | -24.8% | +42.3% | +21.8% |
| 1Y | +24.1% | -32.8% | +57.0% | +32.6% |
| 3Y | -8.4% | +39.1% | -47.4% | -23.4% |
| 5Y | +53.2% | +25.0% | +28.2% | +24.2% |
| All | -17.4% | +217.6% | -235.1% | -65.4% |
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