+94.1%
HAS vs DKS
+217.6%
-123.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.6% | +0.6% | -1.4% |
| 7D | +1.6% | +3.3% | -1.6% | +0.9% |
| 30D | +26.6% | +5.9% | +20.7% | +24.8% |
| 3M | +29.0% | -27.4% | +56.4% | +36.1% |
| 6M | +30.6% | -32.6% | +63.2% | +39.5% |
| YTD | +51.5% | -24.8% | +76.3% | +57.2% |
| 1Y | +58.5% | -32.8% | +91.3% | +68.7% |
| 3Y | +214.1% | +39.1% | +175.0% | +173.8% |
| 5Y | +50.2% | +25.0% | +25.2% | +27.4% |
| All | +94.1% | +217.6% | -123.6% | +17.8% |
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