-5.2%
DASH vs HST
+105.2%
-110.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +0.4% | -2.7% | +3.1% | +2.3% |
| 30D | -6.0% | +10.7% | -16.8% | -11.2% |
| 3M | -15.8% | +6.3% | -22.0% | -18.6% |
| 6M | +7.0% | +19.0% | -12.0% | -4.0% |
| YTD | -20.7% | +47.0% | -67.7% | -37.5% |
| 1Y | -8.5% | +53.4% | -62.0% | -29.9% |
| 3Y | +101.8% | +78.0% | +23.8% | +34.7% |
| 5Y | -9.6% | +71.7% | -81.3% | -38.8% |
| All | -5.2% | +105.2% | -110.4% | -33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 10y: compounded portfolio wealth divided by compounded HST 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…
10y analysis · Full analysis span regression · 6 months rolling