+45.9%
HLT vs DKS
-29.5%
+75.4%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +7.7% | -4.2% | +2.8% |
| 7D | +7.7% | +8.4% | -0.7% | +6.9% |
| 30D | +19.1% | +7.7% | +11.4% | +18.3% |
| 3M | +20.7% | -25.8% | +46.5% | +23.3% |
| 6M | +21.0% | -31.0% | +52.0% | +23.9% |
| YTD | +31.3% | -23.8% | +55.1% | +31.7% |
| 1Y | +45.9% | -29.8% | +75.7% | +48.1% |
| All | +45.9% | -29.5% | +75.4% | +48.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling