+11.7%
DASH vs HLT
+188.1%
-176.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.0% | -3.6% | -3.8% |
| 7D | -10.6% | -3.3% | -7.2% | -8.2% |
| 30D | +2.2% | -4.1% | +6.2% | +5.4% |
| 3M | +32.3% | -7.9% | +40.2% | +40.5% |
| 6M | +19.1% | +2.2% | +17.0% | +16.1% |
| YTD | -6.5% | +8.5% | -15.0% | -13.7% |
| 1Y | -14.9% | +12.1% | -27.0% | -24.3% |
| 3Y | +151.9% | +107.6% | +44.3% | +29.8% |
| 5Y | +9.4% | +156.4% | -146.9% | -48.6% |
| All | +11.7% | +188.1% | -176.4% | -47.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling