+4.1%
DASH vs HUM
+3.1%
+1.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.5% |
| 7D | -12.8% | -0.2% | -12.6% | -12.8% |
| 30D | -6.0% | +3.7% | -9.7% | -6.3% |
| 3M | +26.7% | +10.4% | +16.3% | +25.7% |
| 6M | +11.7% | +125.7% | -114.0% | +4.9% |
| YTD | -12.9% | +57.3% | -70.3% | -16.5% |
| 1Y | -23.1% | +48.6% | -71.7% | -26.1% |
| 3Y | +140.0% | -11.3% | +151.4% | +131.8% |
| 5Y | -5.1% | +0.8% | -5.9% | -7.8% |
| All | +4.1% | +3.1% | +1.0% | -1.3% |
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