+103.8%
DASH vs HIG
+97.9%
+5.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.2% | -3.7% | -2.2% |
| 7D | -2.8% | +2.1% | -4.9% | -3.3% |
| 30D | -9.3% | +6.7% | -16.0% | -10.9% |
| 3M | -15.1% | -1.9% | -13.1% | -14.5% |
| 6M | +8.7% | +5.3% | +3.4% | +7.3% |
| YTD | -21.3% | +1.3% | -22.6% | -21.8% |
| 1Y | -12.7% | +7.2% | -19.8% | -14.6% |
| 3Y | +103.8% | +96.6% | +7.2% | +99.1% |
| All | +103.8% | +97.9% | +5.9% | +99.1% |
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