+498.2%
HCA vs DKS
+206.3%
+291.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.4% | -1.0% | +0.8% |
| 7D | +5.4% | -2.0% | +7.5% | +5.9% |
| 30D | +3.0% | -32.7% | +35.7% | +11.2% |
| 3M | +13.0% | -38.8% | +51.8% | +24.8% |
| 6M | -20.3% | -29.4% | +9.2% | -15.4% |
| YTD | -8.2% | -30.3% | +22.1% | -2.6% |
| 1Y | +6.7% | -39.6% | +46.3% | +16.6% |
| 3Y | +60.4% | +32.2% | +28.2% | +34.3% |
| 5Y | +73.4% | +15.1% | +58.3% | +42.1% |
| All | +498.2% | +206.3% | +291.8% | +170.7% |
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