-8.9%
DASH vs HUM
+14.5%
-23.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -3.1% |
| 7D | -4.1% | +7.7% | -11.8% | -4.7% |
| 30D | -10.6% | +5.8% | -16.4% | -11.1% |
| 3M | -18.8% | +14.3% | -33.1% | -19.7% |
| 6M | +11.2% | +50.9% | -39.7% | +7.7% |
| YTD | -23.8% | +74.9% | -98.7% | -27.6% |
| 1Y | -12.2% | +86.9% | -99.1% | -17.0% |
| 3Y | +97.3% | -6.7% | +104.0% | +89.9% |
| 5Y | -29.8% | +4.8% | -34.6% | -33.8% |
| All | -8.9% | +14.5% | -23.5% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 10y: compounded portfolio wealth divided by compounded HUM 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…
10y analysis · Full analysis span regression · 6 months rolling