+152.3%
HUM vs DKS
+206.3%
-54.0%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.4% | -0.1% | +2.0% |
| 7D | +2.1% | -2.0% | +4.1% | +2.3% |
| 30D | +5.4% | -32.7% | +38.1% | +9.9% |
| 3M | +11.4% | -38.8% | +50.2% | +17.4% |
| 6M | +141.5% | -29.4% | +170.9% | +148.7% |
| YTD | +61.2% | -30.3% | +91.5% | +66.0% |
| 1Y | +49.2% | -39.6% | +88.8% | +56.3% |
| 3Y | -9.0% | +32.2% | -41.2% | -17.7% |
| 5Y | +7.2% | +15.1% | -7.9% | -4.5% |
| All | +152.3% | +206.3% | -54.0% | +53.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling