-5.2%
DASH vs HBM
+206.2%
-211.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.5% |
| 7D | +0.4% | -3.6% | +4.0% | +1.3% |
| 30D | -6.0% | -19.2% | +13.1% | -1.7% |
| 3M | -15.8% | -20.5% | +4.8% | -12.1% |
| 6M | +7.0% | -12.8% | +19.8% | +7.0% |
| YTD | -20.7% | +5.4% | -26.1% | -25.9% |
| 1Y | -8.5% | +33.0% | -41.5% | -19.9% |
| 3Y | +101.8% | +357.3% | -255.5% | +18.6% |
| 5Y | -9.6% | +210.4% | -220.0% | -42.6% |
| All | -5.2% | +206.2% | -211.4% | -39.0% |
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