+132.3%
HON vs DKS
+203.5%
-71.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.2% |
| 7D | -3.5% | -3.0% | -0.5% | -2.9% |
| 30D | -13.8% | -33.4% | +19.6% | -8.1% |
| 3M | -11.7% | -39.4% | +27.7% | -4.2% |
| 6M | -18.7% | -30.1% | +11.4% | -14.5% |
| YTD | +0.2% | -31.0% | +31.2% | +5.6% |
| 1Y | -3.1% | -40.2% | +37.1% | +4.6% |
| 3Y | +17.0% | +30.9% | -14.0% | +4.2% |
| 5Y | +2.0% | +14.0% | -12.0% | -10.5% |
| All | +132.3% | +203.5% | -71.2% | +40.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling