+7.0%
DASH vs HLT
+16.6%
-9.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.4% | -0.3% |
| 7D | +0.4% | +3.8% | -3.4% | -1.6% |
| 30D | -6.0% | +15.6% | -21.6% | -13.9% |
| 3M | -15.8% | +15.1% | -30.9% | -22.5% |
| 6M | +7.0% | +15.3% | -8.4% | -3.9% |
| All | +7.0% | +16.6% | -9.7% | -3.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling