-7.0%
DASH vs HST
+71.5%
-78.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +0.4% | -2.7% | +3.1% | +2.5% |
| 30D | -6.0% | +10.7% | -16.8% | -11.9% |
| 3M | -15.8% | +6.3% | -22.0% | -19.0% |
| 6M | +7.0% | +19.0% | -12.0% | -5.5% |
| YTD | -20.7% | +47.0% | -67.7% | -39.7% |
| 1Y | -8.5% | +53.4% | -62.0% | -32.8% |
| 3Y | +101.8% | +78.0% | +23.8% | +24.7% |
| All | -7.0% | +71.5% | -78.5% | -43.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling