+101.8%
DASH vs HIG
+89.3%
+12.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.1% | +0.6% |
| 7D | +0.4% | +1.1% | -0.7% | +0.2% |
| 30D | -6.0% | +5.6% | -11.6% | -7.4% |
| 3M | -15.8% | -6.9% | -8.9% | -13.9% |
| 6M | +7.0% | +1.3% | +5.7% | +6.8% |
| YTD | -20.7% | -1.5% | -19.2% | -20.4% |
| 1Y | -8.5% | +6.6% | -15.2% | -10.4% |
| 3Y | +101.8% | +91.2% | +10.6% | +85.0% |
| All | +101.8% | +89.3% | +12.5% | +85.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling