+1,581.2%
HWM vs DKS
+219.0%
+1,362.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.3% | +0.3% |
| 7D | -8.0% | -2.9% | -5.1% | -7.2% |
| 30D | -18.0% | -37.7% | +19.7% | -9.1% |
| 3M | -9.5% | -38.9% | +29.4% | +0.5% |
| 6M | -8.4% | -31.1% | +22.7% | -1.8% |
| YTD | +13.6% | -31.8% | +45.4% | +21.9% |
| 1Y | +30.2% | -38.0% | +68.3% | +42.5% |
| 3Y | +392.2% | +28.6% | +363.6% | +322.5% |
| 5Y | +645.2% | +12.5% | +632.7% | +526.8% |
| All | +1,581.2% | +219.0% | +1,362.2% | +772.2% |
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 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