-4.5%
DASH vs HUM
+9.3%
-13.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.4% | +3.1% | +0.9% |
| 7D | -4.8% | +3.1% | -7.9% | -5.0% |
| 30D | -7.9% | -1.8% | -6.1% | -7.8% |
| 3M | -16.3% | +10.2% | -26.5% | -17.0% |
| 6M | +10.4% | +54.6% | -44.2% | +6.8% |
| YTD | -20.1% | +66.8% | -86.9% | -23.8% |
| 1Y | -11.4% | +70.1% | -81.5% | -15.7% |
| 3Y | +114.1% | -11.3% | +125.4% | +106.9% |
| 5Y | -5.8% | -1.2% | -4.6% | -11.0% |
| All | -4.5% | +9.3% | -13.8% | -10.0% |
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