+228.7%
HL vs DKS
+13.6%
+215.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.5% |
| 7D | -4.4% | -3.0% | -1.4% | -3.8% |
| 30D | +9.3% | -33.4% | +42.7% | +17.2% |
| 3M | +32.0% | -39.4% | +71.3% | +44.3% |
| 6M | -6.4% | -30.1% | +23.7% | -1.1% |
| YTD | +3.1% | -31.0% | +34.1% | +9.3% |
| 1Y | +77.6% | -40.2% | +117.7% | +93.7% |
| 3Y | +392.8% | +30.9% | +361.9% | +336.6% |
| All | +228.7% | +13.6% | +215.0% | +171.2% |
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