+403.8%
HUT vs DKS
+435.4%
-31.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.2% | -5.4% | -5.5% |
| 7D | +2.8% | -4.7% | +7.6% | +4.9% |
| 30D | +2.1% | -35.1% | +37.1% | +18.8% |
| 3M | -14.3% | -37.7% | +23.4% | +0.2% |
| 6M | +84.2% | -30.7% | +115.0% | +104.7% |
| YTD | +97.2% | -31.9% | +129.1% | +121.5% |
| 1Y | +192.7% | -40.0% | +232.7% | +248.7% |
| 3Y | +712.6% | +28.4% | +684.1% | +530.4% |
| 5Y | +85.5% | +12.4% | +73.0% | +46.3% |
| All | +403.8% | +435.4% | -31.6% | +105.5% |
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