+189.2%
HAS vs DKS
+31.1%
+158.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | -0.2% | -2.1% | +1.9% | +0.3% |
| 30D | +31.0% | +7.3% | +23.7% | +28.9% |
| 3M | +30.7% | -28.4% | +59.1% | +38.6% |
| 6M | +23.9% | -36.9% | +60.8% | +35.5% |
| YTD | +48.3% | -27.3% | +75.6% | +54.9% |
| 1Y | +60.2% | -33.2% | +93.5% | +71.1% |
| 3Y | +189.2% | +32.2% | +157.1% | +96.3% |
| All | +189.2% | +31.1% | +158.1% | +96.3% |
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