+11.7%
DASH vs HBM
+301.6%
-289.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.9% | -3.7% | -4.4% |
| 7D | -10.6% | -6.4% | -4.2% | -9.3% |
| 30D | +2.2% | +5.9% | -3.8% | +0.6% |
| 3M | +32.3% | -8.9% | +41.2% | +33.2% |
| 6M | +19.1% | +10.7% | +8.4% | +12.8% |
| YTD | -6.5% | +38.3% | -44.8% | -17.3% |
| 1Y | -14.9% | +121.3% | -136.2% | -34.0% |
| 3Y | +151.9% | +450.6% | -298.6% | +43.4% |
| 5Y | +9.4% | +338.0% | -328.5% | -35.0% |
| All | +11.7% | +301.6% | -289.8% | -32.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling