+122.6%
HST vs DKS
+217.6%
-95.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.6% | -0.3% |
| 7D | +3.6% | +3.3% | +0.4% | +2.7% |
| 30D | +9.9% | +5.9% | +4.0% | +8.0% |
| 3M | +12.9% | -27.4% | +40.4% | +20.4% |
| 6M | +22.9% | -32.6% | +55.5% | +32.9% |
| YTD | +52.4% | -24.8% | +77.2% | +59.2% |
| 1Y | +52.5% | -32.8% | +85.4% | +64.3% |
| 3Y | +87.4% | +39.1% | +48.4% | +57.8% |
| 5Y | +82.9% | +25.0% | +57.9% | +50.0% |
| All | +122.6% | +217.6% | -95.0% | +19.4% |
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 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