+153.0%
DASH vs HAS
+44.2%
+108.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.5% | -4.1% | -4.5% |
| 7D | -10.6% | -1.8% | -8.8% | -10.1% |
| 30D | +2.2% | +2.3% | -0.1% | +1.6% |
| 3M | +32.3% | +10.4% | +21.9% | +29.2% |
| 6M | +19.1% | -3.2% | +22.4% | +19.4% |
| YTD | -6.5% | +15.4% | -21.9% | -10.1% |
| 1Y | -14.9% | +18.8% | -33.7% | -18.9% |
| All | +153.0% | +44.2% | +108.8% | +112.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 3y: compounded portfolio wealth divided by compounded HAS 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…
3y analysis · Full analysis span regression · 6 months rolling