+5.3%
HUM vs DKS
+13.6%
-8.3%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.4% | +0.8% | +2.2% |
| 7D | +2.1% | -3.0% | +5.0% | +2.2% |
| 30D | +5.4% | -33.4% | +38.8% | +7.7% |
| 3M | +11.4% | -39.4% | +50.8% | +14.5% |
| 6M | +141.5% | -30.1% | +171.6% | +144.8% |
| YTD | +61.2% | -31.0% | +92.2% | +63.4% |
| 1Y | +49.2% | -40.2% | +89.3% | +52.7% |
| 3Y | -9.0% | +30.9% | -40.0% | -14.1% |
| All | +5.3% | +13.6% | -8.3% | -2.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling