-4.5%
DASH vs HIG
+224.9%
-229.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.5% |
| 7D | -4.8% | -0.5% | -4.3% | -4.6% |
| 30D | -7.9% | +4.5% | -12.4% | -9.2% |
| 3M | -16.3% | -5.5% | -10.9% | -14.7% |
| 6M | +10.4% | +3.1% | +7.3% | +9.2% |
| YTD | -20.1% | -0.8% | -19.3% | -20.1% |
| 1Y | -11.4% | +6.1% | -17.5% | -13.6% |
| 3Y | +114.1% | +94.1% | +20.0% | +66.1% |
| 5Y | -5.8% | +106.4% | -112.2% | -30.0% |
| All | -4.5% | +224.9% | -229.4% | -32.4% |
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