-17.2%
DASH vs HLT
+46.7%
-63.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.5% | +4.8% | +6.6% |
| 7D | +17.2% | +7.7% | +9.5% | +13.5% |
| 30D | +3.6% | +19.1% | -15.6% | -4.0% |
| 3M | -1.9% | +20.7% | -22.6% | -9.5% |
| 6M | +15.1% | +21.0% | -6.0% | +5.9% |
| YTD | -12.3% | +31.3% | -43.6% | -20.2% |
| 1Y | -17.2% | +45.9% | -63.1% | -28.7% |
| All | -17.2% | +46.7% | -63.9% | -28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 1y: compounded portfolio wealth divided by compounded HLT 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…
1y analysis · Full analysis span regression · 6 months rolling