-24.4%
DASH vs HST
+65.5%
-89.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -5.7% | -3.7% | -8.0% |
| 7D | +0.5% | -4.2% | +4.7% | +1.8% |
| 30D | -7.1% | +9.6% | -16.6% | -7.7% |
| 3M | -13.2% | -1.1% | -12.1% | -12.9% |
| 6M | +8.3% | +21.1% | -12.8% | +6.6% |
| YTD | -20.6% | +47.1% | -67.6% | -17.0% |
| 1Y | -24.4% | +64.0% | -88.4% | -13.6% |
| All | -24.4% | +65.5% | -89.9% | -13.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling