+540.0%
HL vs DKS
+5,981.0%
-5,441.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.9% | +3.8% | +0.3% |
| 7D | +7.1% | -0.4% | +7.5% | +7.2% |
| 30D | +21.4% | -36.6% | +58.1% | +35.2% |
| 3M | +37.4% | -37.6% | +75.1% | +53.4% |
| 6M | +0.4% | -32.1% | +32.5% | +8.9% |
| YTD | +6.7% | -32.3% | +39.0% | +15.9% |
| 1Y | +102.4% | -39.5% | +141.8% | +126.4% |
| 3Y | +417.4% | +27.7% | +389.8% | +342.9% |
| 5Y | +243.3% | +15.0% | +228.3% | +184.1% |
| 10Y | +242.6% | +192.6% | +50.0% | +82.8% |
| All | +540.0% | +5,981.0% | -5,441.0% | +44.3% |
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 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