+677.7%
HPE vs DKS
+271.3%
+406.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -4.9% | +12.6% | +9.0% |
| 7D | +10.1% | -0.4% | +10.6% | +10.1% |
| 30D | +5.3% | -36.6% | +41.9% | +16.3% |
| 3M | +12.7% | -37.6% | +50.3% | +24.3% |
| 6M | +167.7% | -32.1% | +199.7% | +187.4% |
| YTD | +135.5% | -32.3% | +167.8% | +152.6% |
| 1Y | +143.4% | -39.5% | +182.9% | +168.7% |
| 3Y | +249.2% | +27.7% | +221.5% | +206.9% |
| 5Y | +343.8% | +15.0% | +328.8% | +279.5% |
| 10Y | +495.9% | +192.6% | +303.3% | +243.9% |
| All | +677.7% | +271.3% | +406.4% | +302.7% |
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