-29.3%
DASH vs HCA
+111.8%
-141.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -4.5% | +0.8% | -5.4% | -4.8% |
| 30D | -6.8% | +6.1% | -12.9% | -8.8% |
| 3M | -20.7% | +21.4% | -42.1% | -26.2% |
| 6M | +15.1% | +17.2% | -2.1% | +8.1% |
| YTD | -24.3% | +7.5% | -31.7% | -27.7% |
| 1Y | -12.1% | +6.2% | -18.3% | -15.8% |
| 3Y | +91.1% | +122.0% | -31.0% | +20.2% |
| All | -29.3% | +111.8% | -141.1% | -60.4% |
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