-5.1%
DASH vs HST
+105.3%
-110.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -5.7% | -3.7% | -6.1% |
| 7D | +0.5% | -4.2% | +4.7% | +3.3% |
| 30D | -7.1% | +9.6% | -16.6% | -11.7% |
| 3M | -13.2% | -1.1% | -12.1% | -12.9% |
| 6M | +8.3% | +21.1% | -12.8% | -3.8% |
| YTD | -20.6% | +47.1% | -67.6% | -37.4% |
| 1Y | -24.4% | +64.0% | -88.4% | -45.0% |
| 3Y | +94.5% | +77.1% | +17.4% | +30.3% |
| 5Y | -9.4% | +71.8% | -81.2% | -38.7% |
| All | -5.1% | +105.3% | -110.3% | -33.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling