+248.1%
HD vs DKS
+217.6%
+30.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.8% | -0.2% |
| 7D | -0.5% | +3.3% | -3.7% | -1.3% |
| 30D | +18.5% | +5.9% | +12.6% | +16.8% |
| 3M | +2.2% | -27.4% | +29.6% | +8.5% |
| 6M | +13.8% | -32.6% | +46.5% | +22.8% |
| YTD | +3.4% | -24.8% | +28.2% | +8.1% |
| 1Y | -3.5% | -32.8% | +29.3% | +3.6% |
| 3Y | +29.0% | +39.1% | -10.1% | +10.6% |
| 5Y | +6.1% | +25.0% | -18.9% | -10.9% |
| All | +248.1% | +217.6% | +30.5% | +93.6% |
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