+86.1%
HUT vs DKS
+15.5%
+70.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.7% | -4.3% | -4.0% |
| 7D | +18.9% | -2.9% | +21.8% | +20.5% |
| 30D | +12.0% | -37.7% | +49.7% | +36.5% |
| 3M | -14.9% | -38.9% | +24.1% | +3.2% |
| 6M | +96.8% | -31.1% | +127.9% | +121.4% |
| YTD | +108.8% | -31.8% | +140.6% | +136.8% |
| 1Y | +227.4% | -38.0% | +265.4% | +291.3% |
| 3Y | +760.3% | +28.6% | +731.7% | +477.3% |
| 5Y | +86.1% | +12.5% | +73.5% | +2.3% |
| All | +86.1% | +15.5% | +70.6% | +2.3% |
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