+4.1%
DASH vs HLT
+184.3%
-180.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -2.2% |
| 7D | -12.8% | -1.5% | -11.4% | -11.8% |
| 30D | -6.0% | -1.2% | -4.8% | -5.1% |
| 3M | +26.7% | -10.3% | +37.1% | +37.5% |
| 6M | +11.7% | +1.3% | +10.4% | +9.7% |
| YTD | -12.9% | +7.0% | -19.9% | -18.7% |
| 1Y | -23.1% | +11.9% | -35.0% | -31.4% |
| 3Y | +140.0% | +100.7% | +39.4% | +27.4% |
| 5Y | -5.1% | +147.5% | -152.6% | -54.6% |
| All | +4.1% | +184.3% | -180.2% | -50.2% |
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