-4.5%
DASH vs HCA
+234.2%
-238.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | +0.1% |
| 7D | -4.8% | +7.9% | -12.7% | -7.0% |
| 30D | -7.9% | +11.9% | -19.8% | -11.2% |
| 3M | -16.3% | +22.4% | -38.7% | -21.6% |
| 6M | +10.4% | +16.5% | -6.1% | +4.7% |
| YTD | -20.1% | +8.7% | -28.8% | -23.5% |
| 1Y | -11.4% | +6.7% | -18.1% | -14.8% |
| 3Y | +114.1% | +127.0% | -12.9% | +45.8% |
| 5Y | -5.8% | +113.9% | -119.7% | -37.9% |
| All | -4.5% | +234.2% | -238.7% | -36.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling