+36.8%
HST vs DKS
-40.1%
+76.9%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.9% | -0.2% |
| 7D | -0.3% | -2.9% | +2.6% | 0.0% |
| 30D | -2.8% | -37.7% | +34.9% | +4.4% |
| 3M | -6.5% | -38.9% | +32.4% | +0.7% |
| 6M | +20.7% | -31.1% | +51.8% | +24.5% |
| YTD | +30.5% | -31.8% | +62.3% | +35.1% |
| 1Y | +36.8% | -38.0% | +74.8% | +44.5% |
| All | +36.8% | -40.1% | +76.9% | +44.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling