-37.8%
HDB vs DKS
+15.5%
-53.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -1.9% |
| 7D | -4.9% | -2.9% | -2.0% | -4.6% |
| 30D | -5.8% | -37.7% | +31.9% | -1.3% |
| 3M | -5.2% | -38.9% | +33.7% | -0.4% |
| 6M | -25.7% | -31.1% | +5.4% | -23.2% |
| YTD | -39.6% | -31.8% | -7.8% | -37.5% |
| 1Y | -36.9% | -38.0% | +1.1% | -34.2% |
| 3Y | -29.7% | +28.6% | -58.3% | -37.0% |
| 5Y | -37.8% | +12.5% | -50.3% | -47.8% |
| All | -37.8% | +15.5% | -53.3% | -47.8% |
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