+340.8%
HPE vs DKS
+12.8%
+328.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.2% | -6.1% | -6.2% |
| 7D | +1.4% | -4.7% | +6.2% | +2.5% |
| 30D | +1.5% | -35.1% | +36.6% | +10.9% |
| 3M | +21.7% | -37.7% | +59.5% | +33.6% |
| 6M | +164.2% | -30.7% | +194.9% | +180.4% |
| YTD | +132.1% | -31.9% | +164.0% | +147.1% |
| 1Y | +130.6% | -40.0% | +170.6% | +153.8% |
| 3Y | +244.1% | +28.4% | +215.7% | +207.9% |
| 5Y | +340.8% | +12.4% | +328.4% | +267.4% |
| All | +340.8% | +12.8% | +328.0% | +267.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling