+41.1%
HPQ vs DKS
+12.8%
+28.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | +3.5% | -4.7% | +8.2% | +4.7% |
| 30D | +13.7% | -35.1% | +48.7% | +24.1% |
| 3M | +33.9% | -37.7% | +71.6% | +47.4% |
| 6M | +80.9% | -30.7% | +111.7% | +92.1% |
| YTD | +52.6% | -31.9% | +84.5% | +62.5% |
| 1Y | +21.2% | -40.0% | +61.2% | +33.5% |
| 3Y | +26.9% | +28.4% | -1.5% | +10.3% |
| 5Y | +41.1% | +12.4% | +28.7% | +12.2% |
| All | +41.1% | +12.8% | +28.3% | +12.2% |
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