+5.4%
DASH vs HLT
+154.7%
-149.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.0% | -3.6% | -3.8% |
| 7D | -10.6% | -3.3% | -7.2% | -8.0% |
| 30D | +2.2% | -4.1% | +6.2% | +5.7% |
| 3M | +32.3% | -7.9% | +40.2% | +41.2% |
| 6M | +19.1% | +2.2% | +17.0% | +15.6% |
| YTD | -6.5% | +8.5% | -15.0% | -14.5% |
| 1Y | -14.9% | +12.1% | -27.0% | -25.3% |
| 3Y | +151.9% | +107.6% | +44.3% | +17.4% |
| All | +5.4% | +154.7% | -149.3% | -54.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling