+138.4%
HLT vs DKS
+14.7%
+123.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -0.5% |
| 7D | -1.6% | -2.0% | +0.4% | -1.2% |
| 30D | -5.0% | -32.7% | +27.7% | +2.0% |
| 3M | -10.4% | -38.8% | +28.4% | -1.9% |
| 6M | +3.2% | -29.4% | +32.7% | +8.6% |
| YTD | +6.7% | -30.3% | +37.0% | +12.5% |
| 1Y | +10.3% | -39.6% | +49.9% | +19.7% |
| 3Y | +99.3% | +32.2% | +67.1% | +70.4% |
| All | +138.4% | +14.7% | +123.7% | +90.4% |
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