+492.8%
HST vs DKS
+6,292.4%
-5,799.6%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.5% |
| 7D | -1.0% | +3.0% | -4.0% | -2.3% |
| 30D | -12.3% | -30.5% | +18.3% | -1.4% |
| 3M | -6.4% | -35.7% | +29.3% | +8.3% |
| 6M | +15.0% | -29.7% | +44.7% | +26.9% |
| YTD | +30.5% | -28.9% | +59.4% | +42.9% |
| 1Y | +35.7% | -35.9% | +71.5% | +54.0% |
| 3Y | +68.4% | +28.2% | +40.2% | +32.4% |
| 5Y | +73.1% | +11.8% | +61.3% | +31.7% |
| 10Y | +92.7% | +211.6% | -118.9% | -27.5% |
| All | +492.8% | +6,292.4% | -5,799.6% | -26.4% |
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 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