+648.6%
HUBS vs DKS
+308.9%
+339.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.4% |
| 7D | -9.0% | -3.0% | -6.0% | -8.2% |
| 30D | +7.2% | -33.4% | +40.6% | +18.2% |
| 3M | +20.9% | -39.4% | +60.2% | +37.0% |
| 6M | -13.0% | -30.1% | +17.1% | -7.0% |
| YTD | -43.8% | -31.0% | -12.9% | -40.1% |
| 1Y | -54.6% | -40.2% | -14.5% | -49.7% |
| 3Y | -58.5% | +30.9% | -89.4% | -65.3% |
| 5Y | -66.4% | +14.0% | -80.4% | -72.0% |
| 10Y | +319.2% | +202.1% | +117.1% | +141.7% |
| All | +648.6% | +308.9% | +339.7% | +302.4% |
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