-5.9%
DASH vs HLT
+251.7%
-257.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -2.9% |
| 7D | -2.8% | +4.4% | -7.1% | -5.7% |
| 30D | -9.3% | +16.3% | -25.6% | -19.2% |
| 3M | -15.1% | +22.2% | -37.2% | -27.3% |
| 6M | +8.7% | +20.0% | -11.3% | -5.9% |
| YTD | -21.3% | +32.4% | -53.7% | -37.7% |
| 1Y | -12.7% | +38.6% | -51.3% | -33.7% |
| 3Y | +103.8% | +136.4% | -32.7% | -4.4% |
| 5Y | -16.8% | +162.8% | -179.6% | -64.4% |
| All | -5.9% | +251.7% | -257.6% | -61.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling