+210.2%
HD vs DKS
+197.0%
+13.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.8% | -1.2% |
| 7D | -1.8% | -2.9% | +1.1% | -1.1% |
| 30D | -10.8% | -37.7% | +26.9% | -1.5% |
| 3M | -2.7% | -38.9% | +36.3% | +8.0% |
| 6M | -10.3% | -31.1% | +20.8% | -3.8% |
| YTD | -7.8% | -31.8% | +24.0% | -1.1% |
| 1Y | -23.1% | -38.0% | +14.9% | -15.9% |
| 3Y | +2.0% | +28.6% | -26.6% | -10.9% |
| 5Y | +6.2% | +12.5% | -6.3% | -8.6% |
| 10Y | +210.2% | +198.3% | +11.8% | +77.1% |
| All | +210.2% | +197.0% | +13.1% | +77.1% |
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