-12.1%
DASH vs HLT
+36.0%
-48.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.7% |
| 7D | -4.5% | +0.7% | -5.3% | -4.9% |
| 30D | -6.8% | +13.7% | -20.5% | -11.8% |
| 3M | -20.7% | +16.3% | -37.0% | -25.6% |
| 6M | +15.1% | +19.9% | -4.9% | +6.6% |
| YTD | -24.3% | +30.1% | -54.3% | -29.9% |
| 1Y | -12.1% | +38.5% | -50.6% | -20.5% |
| All | -12.1% | +36.0% | -48.2% | -20.5% |
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