+32.4%
HDB vs DKS
+199.2%
-166.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | -6.2% | -4.7% | -1.4% | -5.6% |
| 30D | -6.2% | -35.1% | +28.8% | -1.6% |
| 3M | -5.9% | -37.7% | +31.9% | -0.8% |
| 6M | -25.9% | -30.7% | +4.8% | -23.1% |
| YTD | -40.2% | -31.9% | -8.3% | -37.9% |
| 1Y | -38.0% | -40.0% | +2.0% | -34.7% |
| 3Y | -30.5% | +28.4% | -58.9% | -36.5% |
| 5Y | -38.1% | +12.4% | -50.6% | -44.5% |
| All | +32.4% | +199.2% | -166.8% | -9.4% |
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 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