+90.4%
HST vs DKS
+43.3%
+47.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.6% | +1.0% | +2.2% |
| 7D | +0.6% | +9.4% | -8.8% | -1.4% |
| 30D | +14.5% | +9.8% | +4.7% | +12.0% |
| 3M | +15.4% | -29.3% | +44.7% | +23.5% |
| 6M | +22.0% | -32.6% | +54.6% | +31.5% |
| YTD | +54.9% | -22.6% | +77.4% | +59.7% |
| 1Y | +54.0% | -29.8% | +83.8% | +63.1% |
| 3Y | +90.4% | +43.2% | +47.2% | +64.8% |
| All | +90.4% | +43.3% | +47.1% | +64.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling