-20.0%
DASH vs HLT
+12.0%
-32.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.2% | -3.2% | -4.6% |
| 7D | -11.2% | -2.4% | -8.8% | -10.4% |
| 30D | -7.3% | -4.1% | -3.2% | -5.9% |
| 3M | +31.4% | -10.6% | +42.0% | +36.3% |
| 6M | +11.9% | +2.0% | +9.8% | +11.8% |
| YTD | -11.5% | +6.1% | -17.6% | -11.2% |
| 1Y | -20.0% | +9.8% | -29.8% | -18.2% |
| All | -20.0% | +12.0% | -32.0% | -18.2% |
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 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