+49.1%
THC vs DKS
-30.4%
+79.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.1% | +0.2% |
| 7D | +8.8% | +9.4% | -0.6% | +7.1% |
| 30D | +10.0% | +9.8% | +0.3% | +8.2% |
| 3M | +11.7% | -29.3% | +40.9% | +17.8% |
| 6M | +52.5% | -32.6% | +85.0% | +61.8% |
| YTD | +46.1% | -22.6% | +68.7% | +50.8% |
| 1Y | +49.1% | -29.8% | +78.9% | +54.2% |
| All | +49.1% | -30.4% | +79.5% | +54.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling