+2,042.9%
HD vs DKS
+6,836.7%
-4,793.8%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -1.2% | +1.3% | -2.5% | -1.6% |
| 30D | +20.9% | +8.9% | +12.0% | +17.9% |
| 3M | -0.2% | -26.4% | +26.2% | +6.5% |
| 6M | +14.5% | -31.1% | +45.6% | +24.1% |
| YTD | +4.3% | -22.8% | +27.1% | +8.9% |
| 1Y | -3.5% | -29.5% | +26.0% | +3.2% |
| 3Y | +30.1% | +42.8% | -12.7% | +7.8% |
| 5Y | +8.5% | +29.2% | -20.7% | -12.2% |
| 10Y | +245.3% | +235.0% | +10.3% | +80.7% |
| All | +2,042.9% | +6,836.7% | -4,793.8% | +405.3% |
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