+347.0%
HWM vs DKS
+39.9%
+307.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.9% | +0.2% | +4.3% |
| 7D | +1.6% | +3.8% | -2.2% | +0.9% |
| 30D | -3.9% | +8.1% | -12.0% | -5.3% |
| 3M | -23.2% | -28.6% | +5.4% | -19.5% |
| 6M | -20.0% | -33.6% | +13.6% | -15.2% |
| YTD | +5.7% | -23.8% | +29.5% | +8.6% |
| 1Y | +4.9% | -30.7% | +35.6% | +9.6% |
| 3Y | +347.0% | +41.5% | +305.5% | +348.2% |
| All | +347.0% | +39.9% | +307.1% | +348.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling