-5.9%
DASH vs HIG
+230.5%
-236.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.5% | +0.2% |
| 7D | -10.2% | -0.7% | -9.6% | -10.0% |
| 30D | -8.2% | +5.4% | -13.6% | -9.8% |
| 3M | -15.9% | -0.9% | -15.0% | -15.6% |
| 6M | +13.3% | +4.8% | +8.5% | +11.5% |
| YTD | -21.3% | +0.9% | -22.2% | -21.8% |
| 1Y | -11.1% | +6.5% | -17.6% | -13.4% |
| 3Y | +103.8% | +95.7% | +8.1% | +57.7% |
| 5Y | -21.6% | +107.1% | -128.7% | -42.1% |
| All | -5.9% | +230.5% | -236.4% | -33.8% |
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