-7.0%
DASH vs HUM
+0.3%
-7.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.3% | -5.5% | -0.7% |
| 7D | +0.4% | +4.6% | -4.3% | -0.1% |
| 30D | -6.0% | +9.6% | -15.7% | -7.0% |
| 3M | -15.8% | +18.4% | -34.1% | -17.2% |
| 6M | +7.0% | +76.9% | -69.9% | +1.0% |
| YTD | -20.7% | +71.0% | -91.6% | -25.5% |
| 1Y | -8.5% | +75.0% | -83.5% | -14.4% |
| 3Y | +101.8% | -7.7% | +109.5% | +97.0% |
| All | -7.0% | +0.3% | -7.2% | -14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling