-12.2%
DASH vs HST
+53.7%
-65.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -2.7% |
| 7D | -4.1% | +3.6% | -7.7% | -5.6% |
| 30D | -10.6% | +9.9% | -20.5% | -13.3% |
| 3M | -18.8% | +12.9% | -31.7% | -22.0% |
| 6M | +11.2% | +22.9% | -11.7% | +2.3% |
| YTD | -23.8% | +52.4% | -76.2% | -33.5% |
| 1Y | -12.2% | +52.5% | -64.7% | -23.7% |
| All | -12.2% | +53.7% | -65.9% | -23.7% |
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