+3.1%
HD vs DKS
+28.7%
-25.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.9% | +2.6% | -1.3% |
| 7D | -1.2% | -0.4% | -0.7% | -1.1% |
| 30D | -11.1% | -36.6% | +25.5% | -3.2% |
| 3M | +2.0% | -37.6% | +39.7% | +11.5% |
| 6M | -10.5% | -32.1% | +21.6% | -4.4% |
| YTD | -6.9% | -32.3% | +25.5% | -0.7% |
| 1Y | -23.2% | -39.5% | +16.3% | -16.3% |
| 3Y | +3.1% | +27.7% | -24.6% | -16.1% |
| All | +3.1% | +28.7% | -25.6% | -16.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling