+243.8%
HPQ vs DKS
+203.5%
+40.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +1.4% | +7.0% | +8.0% |
| 7D | +9.8% | -3.0% | +12.7% | +10.7% |
| 30D | +22.4% | -33.4% | +55.7% | +33.7% |
| 3M | +45.2% | -39.4% | +84.5% | +62.6% |
| 6M | +96.4% | -30.1% | +126.5% | +109.7% |
| YTD | +65.4% | -31.0% | +96.4% | +76.9% |
| 1Y | +31.6% | -40.2% | +71.7% | +46.3% |
| 3Y | +37.0% | +30.9% | +6.1% | +17.6% |
| 5Y | +53.0% | +14.0% | +39.0% | +28.9% |
| All | +243.8% | +203.5% | +40.4% | +82.9% |
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