+48.9%
HAS vs DKS
+33.7%
+15.2%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -1.8% | +3.0% | -4.8% | -2.5% |
| 30D | +2.3% | -30.5% | +32.8% | +9.9% |
| 3M | +10.4% | -35.7% | +46.1% | +21.1% |
| 6M | -3.2% | -29.7% | +26.5% | +2.6% |
| YTD | +15.4% | -28.9% | +44.3% | +21.7% |
| 1Y | +18.8% | -35.9% | +54.7% | +28.6% |
| All | +48.9% | +33.7% | +15.2% | -1.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling