-9.4%
DASH vs HST
+70.3%
-79.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -5.7% | -3.7% | -5.6% |
| 7D | +0.5% | -4.2% | +4.7% | +3.7% |
| 30D | -7.1% | +9.6% | -16.6% | -12.3% |
| 3M | -13.2% | -1.1% | -12.1% | -12.9% |
| 6M | +8.3% | +21.1% | -12.8% | -5.5% |
| YTD | -20.6% | +47.1% | -67.6% | -39.7% |
| 1Y | -24.4% | +64.0% | -88.4% | -47.7% |
| 3Y | +94.5% | +77.1% | +17.4% | +20.8% |
| 5Y | -9.4% | +71.8% | -81.2% | -45.6% |
| All | -9.4% | +70.3% | -79.7% | -45.6% |
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 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