+101.8%
DASH vs HCA
+118.8%
-17.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.3% | +0.2% |
| 7D | +0.4% | +4.6% | -4.2% | -0.3% |
| 30D | -6.0% | +12.7% | -18.8% | -7.5% |
| 3M | -15.8% | +21.3% | -37.0% | -17.7% |
| 6M | +7.0% | +15.7% | -8.7% | +4.6% |
| YTD | -20.7% | +6.6% | -27.3% | -22.5% |
| 1Y | -8.5% | +5.7% | -14.3% | -10.6% |
| 3Y | +101.8% | +119.2% | -17.5% | +51.6% |
| All | +101.8% | +118.8% | -17.0% | +51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 3y: compounded portfolio wealth divided by compounded HCA 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…
3y analysis · Full analysis span regression · 6 months rolling