+7.4%
HD vs DKS
+9.4%
-2.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.9% | +2.6% | -1.1% |
| 7D | -1.2% | -0.4% | -0.7% | -1.1% |
| 30D | -11.1% | -36.6% | +25.5% | -2.3% |
| 3M | +2.0% | -37.6% | +39.7% | +12.5% |
| 6M | -10.5% | -32.1% | +21.6% | -3.7% |
| YTD | -6.9% | -32.3% | +25.5% | 0.0% |
| 1Y | -23.2% | -39.5% | +16.3% | -15.6% |
| 3Y | +3.1% | +27.7% | -24.6% | -11.3% |
| 5Y | +7.4% | +15.0% | -7.6% | -12.2% |
| All | +7.4% | +9.4% | -2.0% | -12.2% |
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