+1,900.5%
THC vs DKS
+237.0%
+1,663.5%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.1% | -0.2% |
| 7D | +8.8% | +9.4% | -0.6% | +5.2% |
| 30D | +10.0% | +9.8% | +0.3% | +5.9% |
| 3M | +11.7% | -29.3% | +40.9% | +23.6% |
| 6M | +52.5% | -32.6% | +85.0% | +70.9% |
| YTD | +46.1% | -22.6% | +68.7% | +53.8% |
| 1Y | +49.1% | -29.8% | +78.9% | +62.6% |
| 3Y | +439.6% | +43.2% | +396.4% | +299.5% |
| 5Y | +263.2% | +29.8% | +233.3% | +157.6% |
| 10Y | +1,900.5% | +236.7% | +1,663.8% | +597.7% |
| All | +1,900.5% | +237.0% | +1,663.5% | +597.7% |
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 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