-9.0%
HUM vs DKS
+29.1%
-38.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.4% | +0.8% | +2.2% |
| 7D | +2.1% | -3.0% | +5.0% | +2.1% |
| 30D | +5.4% | -33.4% | +38.8% | +6.5% |
| 3M | +11.4% | -39.4% | +50.8% | +12.8% |
| 6M | +141.5% | -30.1% | +171.6% | +142.4% |
| YTD | +61.2% | -31.0% | +92.2% | +61.7% |
| 1Y | +49.2% | -40.2% | +89.3% | +50.6% |
| 3Y | -9.0% | +30.9% | -40.0% | -5.6% |
| All | -9.0% | +29.1% | -38.2% | -5.6% |
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