+603.4%
HST vs DKS
+6,856.2%
-6,252.7%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.6% | +1.0% | +1.9% |
| 7D | +0.6% | +9.4% | -8.8% | -3.2% |
| 30D | +14.5% | +9.8% | +4.7% | +9.8% |
| 3M | +15.4% | -29.3% | +44.7% | +27.9% |
| 6M | +22.0% | -32.6% | +54.6% | +36.5% |
| YTD | +54.9% | -22.6% | +77.4% | +62.4% |
| 1Y | +54.0% | -29.8% | +83.8% | +67.8% |
| 3Y | +90.4% | +43.2% | +47.2% | +42.2% |
| 5Y | +84.2% | +29.8% | +54.4% | +31.3% |
| 10Y | +144.6% | +236.7% | -92.1% | -11.2% |
| All | +603.4% | +6,856.2% | -6,252.7% | -16.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling