-5.1%
DASH vs HAS
+64.0%
-69.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -1.7% | -7.7% | -8.7% |
| 7D | +0.5% | 0.0% | +0.5% | +0.6% |
| 30D | -7.1% | +31.3% | -38.4% | -17.1% |
| 3M | -13.2% | +32.1% | -45.3% | -22.8% |
| 6M | +8.3% | +28.1% | -19.8% | -3.2% |
| YTD | -20.6% | +49.1% | -69.7% | -33.8% |
| 1Y | -24.4% | +60.5% | -84.9% | -39.2% |
| 3Y | +94.5% | +183.9% | -89.3% | +10.2% |
| 5Y | -9.4% | +51.2% | -60.7% | -23.6% |
| All | -5.1% | +64.0% | -69.0% | -19.5% |
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 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