+563.0%
HWM vs DKS
+27.3%
+535.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.9% | +0.2% | +4.1% |
| 7D | +1.6% | +3.8% | -2.2% | +0.7% |
| 30D | -3.9% | +8.1% | -12.0% | -5.7% |
| 3M | -23.2% | -28.6% | +5.4% | -19.0% |
| 6M | -20.0% | -33.6% | +13.6% | -14.6% |
| YTD | +5.7% | -23.8% | +29.5% | +9.0% |
| 1Y | +4.9% | -30.7% | +35.6% | +10.2% |
| 3Y | +347.0% | +41.5% | +305.5% | +283.8% |
| 5Y | +563.0% | +23.0% | +540.0% | +414.1% |
| All | +563.0% | +27.3% | +535.7% | +414.1% |
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