-7.0%
DASH vs HAS
+50.4%
-57.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | +0.4% | -0.2% | +0.5% | +0.6% |
| 30D | -6.0% | +31.0% | -37.1% | -17.3% |
| 3M | -15.8% | +30.7% | -46.4% | -25.8% |
| 6M | +7.0% | +23.9% | -16.9% | -4.1% |
| YTD | -20.7% | +48.3% | -69.0% | -35.3% |
| 1Y | -8.5% | +60.2% | -68.8% | -28.6% |
| 3Y | +101.8% | +189.2% | -87.4% | +1.0% |
| All | -7.0% | +50.4% | -57.4% | -7.7% |
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