-8.9%
DASH vs PH
+274.4%
-283.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.7% | -2.2% |
| 7D | -4.1% | +7.4% | -11.4% | -8.3% |
| 30D | -10.6% | +0.5% | -11.1% | -11.5% |
| 3M | -18.8% | -10.2% | -8.5% | -13.8% |
| 6M | +11.2% | +8.9% | +2.3% | +3.5% |
| YTD | -23.8% | +9.7% | -33.5% | -30.5% |
| 1Y | -12.2% | +12.8% | -25.0% | -21.7% |
| 3Y | +97.3% | +134.6% | -37.3% | -3.2% |
| 5Y | -29.8% | +204.5% | -234.4% | -74.4% |
| All | -8.9% | +274.4% | -283.4% | -64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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