+655.5%
HWM vs DKS
+9.4%
+646.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -4.9% | -5.8% | -9.7% |
| 7D | -9.2% | -0.4% | -8.7% | -9.0% |
| 30D | -17.9% | -36.6% | +18.8% | -11.0% |
| 3M | -6.0% | -37.6% | +31.6% | +1.9% |
| 6M | -7.4% | -32.1% | +24.7% | -1.7% |
| YTD | +13.1% | -32.3% | +45.4% | +19.9% |
| 1Y | +29.3% | -39.5% | +68.8% | +39.9% |
| 3Y | +389.9% | +27.7% | +362.3% | +332.1% |
| 5Y | +655.5% | +15.0% | +640.5% | +537.0% |
| All | +655.5% | +9.4% | +646.1% | +537.0% |
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