-9.5%
DASH vs HIG
+231.2%
-240.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.8% |
| 7D | -4.5% | +2.6% | -7.1% | -5.4% |
| 30D | -6.8% | +4.2% | -11.0% | -8.0% |
| 3M | -20.7% | +0.2% | -20.9% | -20.7% |
| 6M | +15.1% | +4.6% | +10.4% | +13.2% |
| YTD | -24.3% | +1.1% | -25.4% | -24.8% |
| 1Y | -12.1% | +4.7% | -16.8% | -13.9% |
| 3Y | +91.1% | +95.5% | -4.4% | +47.9% |
| 5Y | -30.3% | +111.7% | -141.9% | -48.6% |
| All | -9.5% | +231.2% | -240.7% | -36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 10y: compounded portfolio wealth divided by compounded HIG 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…
10y analysis · Full analysis span regression · 6 months rolling