+66.7%
HDB vs DKS
+226.4%
-159.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.3% | +0.1% |
| 7D | +2.7% | +6.3% | -3.6% | +1.9% |
| 30D | +14.1% | +9.3% | +4.8% | +12.7% |
| 3M | +11.8% | -25.3% | +37.1% | +15.0% |
| 6M | +8.2% | -29.2% | +37.4% | +11.8% |
| YTD | -29.3% | -22.7% | -6.6% | -27.9% |
| 1Y | -28.8% | -30.1% | +1.3% | -26.5% |
| 3Y | -7.5% | +45.6% | -53.1% | -16.9% |
| 5Y | -23.1% | +28.5% | -51.5% | -32.1% |
| All | +66.7% | +226.4% | -159.7% | +9.3% |
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 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