+3,289.6%
HUM vs DKS
+6,162.0%
-2,872.4%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.4% | -0.1% | +1.8% |
| 7D | +2.1% | -2.0% | +4.1% | +2.4% |
| 30D | +5.4% | -32.7% | +38.1% | +11.6% |
| 3M | +11.4% | -38.8% | +50.2% | +19.8% |
| 6M | +141.5% | -29.4% | +170.9% | +151.7% |
| YTD | +61.2% | -30.3% | +91.5% | +68.0% |
| 1Y | +49.2% | -39.6% | +88.8% | +59.1% |
| 3Y | -9.0% | +32.2% | -41.2% | -19.8% |
| 5Y | +7.2% | +15.1% | -7.9% | -7.4% |
| 10Y | +152.7% | +204.9% | -52.2% | +56.7% |
| All | +3,289.6% | +6,162.0% | -2,872.4% | +901.2% |
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