+4.8%
DASH vs HAS
+66.8%
-62.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.1% | +5.3% | +7.1% |
| 7D | +17.2% | +2.4% | +14.7% | +16.1% |
| 30D | +3.6% | +31.6% | -28.1% | -7.7% |
| 3M | -1.9% | +33.9% | -35.7% | -13.2% |
| 6M | +15.1% | +31.4% | -16.3% | +1.8% |
| YTD | -12.3% | +51.6% | -64.0% | -27.4% |
| 1Y | -17.2% | +65.2% | -82.4% | -34.2% |
| 3Y | +114.7% | +188.7% | -74.0% | +20.8% |
| 5Y | -4.3% | +55.7% | -60.0% | -19.8% |
| All | +4.8% | +66.8% | -62.0% | -11.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling