+11.7%
DASH vs HST
+82.1%
-70.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.3% | -4.9% | -4.8% |
| 7D | -10.6% | -1.0% | -9.5% | -10.0% |
| 30D | +2.2% | -12.3% | +14.4% | +9.8% |
| 3M | +32.3% | -6.4% | +38.6% | +36.8% |
| 6M | +19.1% | +15.0% | +4.1% | +8.5% |
| YTD | -6.5% | +30.5% | -37.0% | -21.2% |
| 1Y | -14.9% | +35.7% | -50.6% | -30.8% |
| 3Y | +151.9% | +68.4% | +83.6% | +72.7% |
| 5Y | +9.4% | +73.1% | -63.7% | -22.7% |
| All | +11.7% | +82.1% | -70.4% | -16.1% |
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