+66.1%
HST vs DKS
+28.7%
+37.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.9% | +5.0% | +1.2% |
| 7D | +2.0% | -0.4% | +2.4% | +2.0% |
| 30D | -5.2% | -36.6% | +31.4% | +4.3% |
| 3M | -6.2% | -37.6% | +31.4% | +3.4% |
| 6M | +20.4% | -32.1% | +52.5% | +28.6% |
| YTD | +30.6% | -32.3% | +62.9% | +39.5% |
| 1Y | +37.4% | -39.5% | +76.8% | +50.8% |
| 3Y | +66.1% | +27.7% | +38.5% | +38.2% |
| All | +66.1% | +28.7% | +37.4% | +38.2% |
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 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