+1,684.7%
HON vs DKS
+5,981.0%
-4,296.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.9% | +4.2% | +0.5% |
| 7D | -0.8% | -0.4% | -0.4% | -0.8% |
| 30D | -15.2% | -36.6% | +21.4% | -6.9% |
| 3M | -6.0% | -37.6% | +31.6% | +3.5% |
| 6M | -14.9% | -32.1% | +17.2% | -8.7% |
| YTD | +3.2% | -32.3% | +35.5% | +10.6% |
| 1Y | 0.0% | -39.5% | +39.5% | +9.7% |
| 3Y | +21.5% | +27.7% | -6.2% | +5.5% |
| 5Y | +4.0% | +15.0% | -11.0% | -12.2% |
| 10Y | +138.4% | +192.6% | -54.2% | +37.2% |
| All | +1,684.7% | +5,981.0% | -4,296.2% | +405.5% |
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