+244.5%
THC vs DKS
+9.4%
+235.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.9% | +2.6% | -0.9% |
| 7D | -2.6% | -0.4% | -2.1% | -2.5% |
| 30D | -1.2% | -36.6% | +35.4% | +10.6% |
| 3M | +58.9% | -37.6% | +96.5% | +78.6% |
| 6M | +9.3% | -32.1% | +41.4% | +18.8% |
| YTD | +30.4% | -32.3% | +62.7% | +41.6% |
| 1Y | +34.6% | -39.5% | +74.1% | +50.2% |
| 3Y | +246.7% | +27.7% | +219.0% | +179.9% |
| 5Y | +244.5% | +15.0% | +229.5% | +156.7% |
| All | +244.5% | +9.4% | +235.1% | +156.7% |
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 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