-58.5%
HUBS vs DKS
+30.4%
-88.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | +0.3% |
| 7D | -9.0% | -2.0% | -7.0% | -8.6% |
| 30D | +7.2% | -32.7% | +40.0% | +15.0% |
| 3M | +20.9% | -38.8% | +59.7% | +32.2% |
| 6M | -13.0% | -29.4% | +16.4% | -9.7% |
| YTD | -43.8% | -30.3% | -13.5% | -41.9% |
| 1Y | -54.6% | -39.6% | -15.0% | -51.2% |
| 3Y | -58.5% | +32.2% | -90.6% | -66.0% |
| All | -58.5% | +30.4% | -88.8% | -66.0% |
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