+2,041.0%
HD vs DKS
+6,856.2%
-4,815.2%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.2% | -1.1% |
| 7D | +5.2% | +9.4% | -4.2% | +2.5% |
| 30D | +20.7% | +9.8% | +11.0% | +17.5% |
| 3M | +0.8% | -29.3% | +30.1% | +8.8% |
| 6M | +12.2% | -32.6% | +44.8% | +22.4% |
| YTD | +4.2% | -22.6% | +26.8% | +8.7% |
| 1Y | -2.6% | -29.8% | +27.3% | +4.4% |
| 3Y | +30.0% | +43.2% | -13.2% | +7.6% |
| 5Y | +8.1% | +29.8% | -21.7% | -12.6% |
| 10Y | +247.2% | +236.7% | +10.5% | +81.4% |
| All | +2,041.0% | +6,856.2% | -4,815.2% | +404.4% |
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