-5.9%
DASH vs HBM
+221.3%
-227.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | +0.1% | 0.0% |
| 7D | -10.2% | -1.3% | -9.0% | -10.0% |
| 30D | -8.2% | -14.8% | +6.6% | -5.2% |
| 3M | -15.9% | -20.7% | +4.8% | -12.3% |
| 6M | +13.3% | -13.9% | +27.2% | +13.8% |
| YTD | -21.3% | +10.6% | -31.9% | -27.3% |
| 1Y | -11.1% | +32.4% | -43.5% | -21.9% |
| 3Y | +103.8% | +432.0% | -328.2% | +15.1% |
| 5Y | -21.6% | +205.5% | -227.1% | -50.3% |
| All | -5.9% | +221.3% | -227.2% | -40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 10y: compounded portfolio wealth divided by compounded HBM 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…
10y analysis · Full analysis span regression · 6 months rolling