+155.0%
HPE vs DKS
-39.2%
+194.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +1.4% | +11.0% | +12.3% |
| 7D | +19.4% | -3.0% | +22.4% | +19.7% |
| 30D | +5.6% | -33.4% | +39.0% | +11.2% |
| 3M | +33.1% | -39.4% | +72.4% | +42.3% |
| 6M | +192.5% | -30.1% | +222.6% | +195.7% |
| YTD | +160.9% | -31.0% | +191.9% | +164.4% |
| 1Y | +155.0% | -40.2% | +195.1% | +171.4% |
| All | +155.0% | -39.2% | +194.1% | +171.4% |
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 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