-7.0%
DASH vs CHD
+30.9%
-37.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.1% |
| 7D | +0.4% | +2.0% | -1.6% | +0.2% |
| 30D | -6.0% | +13.0% | -19.1% | -7.1% |
| 3M | -15.8% | +6.1% | -21.8% | -16.3% |
| 6M | +7.0% | +15.9% | -8.9% | +5.6% |
| YTD | -20.7% | +31.6% | -52.3% | -22.6% |
| 1Y | -8.5% | +28.5% | -37.0% | -10.6% |
| 3Y | +101.8% | +30.5% | +71.3% | +90.6% |
| All | -7.0% | +30.9% | -37.9% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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