-9.5%
DASH vs HBM
+213.1%
-222.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.4% |
| 7D | -4.5% | +2.2% | -6.8% | -5.1% |
| 30D | -6.8% | -11.8% | +5.0% | -4.4% |
| 3M | -20.7% | -19.2% | -1.5% | -17.6% |
| 6M | +15.1% | -22.9% | +37.9% | +18.7% |
| YTD | -24.3% | +7.8% | -32.1% | -29.7% |
| 1Y | -12.1% | +34.9% | -47.1% | -23.2% |
| 3Y | +91.1% | +422.2% | -331.2% | +8.3% |
| 5Y | -30.3% | +192.8% | -223.1% | -55.4% |
| All | -9.5% | +213.1% | -222.6% | -42.1% |
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