+3,924.9%
HDB vs DKS
+6,292.4%
-2,367.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | +0.4% | +3.0% | -2.6% | -0.4% |
| 30D | -2.8% | -30.5% | +27.7% | +4.6% |
| 3M | -3.5% | -35.7% | +32.2% | +5.8% |
| 6M | -24.7% | -29.7% | +5.0% | -19.6% |
| YTD | -36.6% | -28.9% | -7.7% | -32.7% |
| 1Y | -34.4% | -35.9% | +1.5% | -28.9% |
| 3Y | -24.4% | +28.2% | -52.5% | -36.3% |
| 5Y | -35.4% | +11.8% | -47.2% | -47.0% |
| 10Y | +39.5% | +211.6% | -172.1% | -29.7% |
| All | +3,924.9% | +6,292.4% | -2,367.5% | +967.9% |
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