+8.3%
DASH vs HST
+22.9%
-14.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -5.7% | -3.7% | -6.8% |
| 7D | +0.5% | -4.2% | +4.7% | +2.9% |
| 30D | -7.1% | +9.6% | -16.6% | -8.1% |
| 3M | -13.2% | -1.1% | -12.1% | -12.5% |
| 6M | +8.3% | +21.1% | -12.8% | +6.0% |
| All | +8.3% | +22.9% | -14.6% | +6.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling