+289.4%
HPE vs DKS
+30.4%
+259.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +2.4% | +10.1% | +11.8% |
| 7D | +19.4% | -2.0% | +21.4% | +19.9% |
| 30D | +5.6% | -32.7% | +38.4% | +15.2% |
| 3M | +33.1% | -38.8% | +71.9% | +48.4% |
| 6M | +192.5% | -29.4% | +221.9% | +209.1% |
| YTD | +160.9% | -30.3% | +191.2% | +176.3% |
| 1Y | +155.0% | -39.6% | +194.6% | +182.6% |
| 3Y | +289.4% | +32.2% | +257.2% | +232.5% |
| All | +289.4% | +30.4% | +259.0% | +232.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling