+1,773.8%
HWM vs DKS
+232.9%
+1,541.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | 0.0% | -0.4% |
| 7D | -2.1% | +3.0% | -5.1% | -2.9% |
| 30D | -11.0% | -30.5% | +19.5% | -4.2% |
| 3M | +4.0% | -35.7% | +39.7% | +13.9% |
| 6M | -0.2% | -29.7% | +29.5% | +6.3% |
| YTD | +26.7% | -28.9% | +55.5% | +34.2% |
| 1Y | +44.7% | -35.9% | +80.6% | +56.8% |
| 3Y | +426.1% | +28.2% | +397.9% | +352.1% |
| 5Y | +738.5% | +11.8% | +726.7% | +606.8% |
| All | +1,773.8% | +232.9% | +1,541.0% | +860.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling