+563.1%
HPE vs DKS
+203.5%
+359.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +1.4% | +11.0% | +12.1% |
| 7D | +19.4% | -3.0% | +22.4% | +20.3% |
| 30D | +5.6% | -33.4% | +39.0% | +15.3% |
| 3M | +33.1% | -39.4% | +72.4% | +48.1% |
| 6M | +192.5% | -30.1% | +222.6% | +211.8% |
| YTD | +160.9% | -31.0% | +191.9% | +178.6% |
| 1Y | +155.0% | -40.2% | +195.1% | +182.7% |
| 3Y | +289.4% | +30.9% | +258.5% | +239.8% |
| 5Y | +395.7% | +14.0% | +381.6% | +324.7% |
| All | +563.1% | +203.5% | +359.6% | +272.8% |
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