+108.1%
HST vs DKS
+199.2%
-91.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.6% | +0.5% |
| 7D | +0.7% | -4.7% | +5.4% | +2.0% |
| 30D | -0.7% | -35.1% | +34.4% | +9.6% |
| 3M | -4.0% | -37.7% | +33.7% | +6.9% |
| 6M | +20.7% | -30.7% | +51.4% | +29.6% |
| YTD | +31.0% | -31.9% | +63.0% | +41.2% |
| 1Y | +36.2% | -40.0% | +76.2% | +51.6% |
| 3Y | +66.6% | +28.4% | +38.2% | +43.8% |
| 5Y | +75.8% | +12.4% | +63.4% | +48.5% |
| All | +108.1% | +199.2% | -91.1% | +14.1% |
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