+56.0%
HAS vs DKS
+197.0%
-141.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.7% |
| 7D | -4.8% | -2.9% | -1.9% | -4.2% |
| 30D | -5.1% | -37.7% | +32.6% | +4.0% |
| 3M | +6.4% | -38.9% | +45.3% | +17.0% |
| 6M | -5.6% | -31.1% | +25.4% | +0.3% |
| YTD | +11.0% | -31.8% | +42.8% | +18.1% |
| 1Y | +16.8% | -38.0% | +54.8% | +26.7% |
| 3Y | +44.0% | +28.6% | +15.4% | +28.3% |
| 5Y | +11.0% | +12.5% | -1.6% | -3.5% |
| 10Y | +56.0% | +198.3% | -142.3% | -4.1% |
| All | +56.0% | +197.0% | -141.0% | -4.1% |
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