-7.0%
DASH vs HLT
+146.7%
-153.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.4% | -0.3% |
| 7D | +0.4% | +3.8% | -3.4% | -2.5% |
| 30D | -6.0% | +15.6% | -21.6% | -17.1% |
| 3M | -15.8% | +15.1% | -30.9% | -25.6% |
| 6M | +7.0% | +15.3% | -8.4% | -6.1% |
| YTD | -20.7% | +29.1% | -49.8% | -38.0% |
| 1Y | -8.5% | +39.9% | -48.5% | -34.1% |
| 3Y | +101.8% | +138.7% | -36.9% | -20.1% |
| All | -7.0% | +146.7% | -153.7% | -66.1% |
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