+153.0%
DASH vs HCA
+48.6%
+104.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.0% | -3.6% | -4.5% |
| 7D | -10.6% | -3.1% | -7.5% | -10.2% |
| 30D | +2.2% | -1.1% | +3.3% | +2.3% |
| 3M | +32.3% | +12.2% | +20.1% | +30.7% |
| 6M | +19.1% | -25.3% | +44.5% | +21.9% |
| YTD | -6.5% | -12.9% | +6.4% | -6.2% |
| 1Y | -14.9% | -0.9% | -14.0% | -16.1% |
| All | +153.0% | +48.6% | +104.4% | +106.5% |
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