-5.1%
DASH vs HUBS
-66.3%
+61.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.3% | +2.7% | +0.5% |
| 7D | -12.8% | -6.2% | -6.6% | -10.0% |
| 30D | -6.0% | +6.6% | -12.6% | -10.4% |
| 3M | +26.7% | +16.4% | +10.3% | +11.0% |
| 6M | +11.7% | -19.7% | +31.4% | +14.8% |
| YTD | -12.9% | -42.6% | +29.7% | +5.9% |
| 1Y | -23.1% | -54.2% | +31.1% | +5.6% |
| 3Y | +140.0% | -57.1% | +197.2% | +211.4% |
| 5Y | -5.1% | -66.2% | +61.2% | +20.6% |
| All | -5.1% | -66.3% | +61.3% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBS.
Daily Out/Under-Performance
Portfolio return minus HUBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBS 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 HUBS 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