+7.4%
DASH vs HAS
+13.4%
-6.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.5% | -4.1% | -4.4% |
| 7D | -10.6% | -1.8% | -8.8% | -9.8% |
| 30D | +2.2% | +2.3% | -0.1% | +1.1% |
| 3M | +32.3% | +10.4% | +21.9% | +26.3% |
| 6M | +19.1% | -3.2% | +22.4% | +19.6% |
| YTD | -6.5% | +15.4% | -21.9% | -14.0% |
| 1Y | -14.9% | +18.8% | -33.7% | -23.1% |
| 3Y | +151.9% | +43.9% | +108.0% | +99.8% |
| All | +7.4% | +13.4% | -6.0% | +19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling