-9.5%
DASH vs PH
+274.3%
-283.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -4.5% | +4.3% | -8.9% | -7.0% |
| 30D | -6.8% | +0.1% | -6.9% | -7.5% |
| 3M | -20.7% | -9.4% | -11.3% | -16.3% |
| 6M | +15.1% | +8.8% | +6.3% | +7.2% |
| YTD | -24.3% | +9.6% | -33.9% | -31.0% |
| 1Y | -12.1% | +14.4% | -26.6% | -22.5% |
| 3Y | +91.1% | +134.5% | -43.5% | -6.2% |
| 5Y | -30.3% | +204.4% | -234.7% | -74.6% |
| All | -9.5% | +274.3% | -283.8% | -65.0% |
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