+7.4%
DASH vs HCA
+68.3%
-60.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.0% | -3.6% | -4.3% |
| 7D | -10.6% | -3.1% | -7.5% | -9.6% |
| 30D | +2.2% | -1.1% | +3.3% | +2.5% |
| 3M | +32.3% | +12.2% | +20.1% | +26.5% |
| 6M | +19.1% | -25.3% | +44.5% | +31.3% |
| YTD | -6.5% | -12.9% | +6.4% | -3.6% |
| 1Y | -14.9% | -0.9% | -14.0% | -17.2% |
| 3Y | +151.9% | +47.6% | +104.3% | +92.7% |
| All | +7.4% | +68.3% | -60.9% | -31.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling