+1,731.8%
HCA vs DKS
+366.8%
+1,365.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.7% | +4.2% | +4.7% |
| 7D | +4.9% | -2.9% | +7.8% | +5.7% |
| 30D | +1.9% | -37.7% | +39.6% | +12.6% |
| 3M | +12.7% | -38.9% | +51.7% | +25.0% |
| 6M | -22.3% | -31.1% | +8.7% | -16.9% |
| YTD | -9.3% | -31.8% | +22.5% | -3.0% |
| 1Y | +2.7% | -38.0% | +40.8% | +11.8% |
| 3Y | +57.8% | +28.6% | +29.2% | +33.0% |
| 5Y | +70.3% | +12.5% | +57.8% | +40.4% |
| 10Y | +499.7% | +198.3% | +301.3% | +209.9% |
| All | +1,731.8% | +366.8% | +1,365.0% | +599.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling