+72.8%
HCA vs DKS
+13.6%
+59.1%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | -0.1% | +1.1% |
| 7D | +5.4% | -3.0% | +8.4% | +5.9% |
| 30D | +3.0% | -33.4% | +36.4% | +8.7% |
| 3M | +13.0% | -39.4% | +52.4% | +21.1% |
| 6M | -20.3% | -30.1% | +9.8% | -16.8% |
| YTD | -8.2% | -31.0% | +22.7% | -4.2% |
| 1Y | +6.7% | -40.2% | +46.9% | +13.7% |
| 3Y | +60.4% | +30.9% | +29.4% | +39.2% |
| All | +72.8% | +13.6% | +59.1% | +41.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling