+153.0%
DASH vs PH
+134.7%
+18.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.2% | -4.4% | -4.5% |
| 7D | -10.6% | -3.1% | -7.5% | -9.2% |
| 30D | +2.2% | -3.2% | +5.4% | +3.6% |
| 3M | +32.3% | +10.6% | +21.7% | +24.9% |
| 6M | +19.1% | -2.1% | +21.3% | +19.2% |
| YTD | -6.5% | +10.2% | -16.7% | -13.0% |
| 1Y | -14.9% | +28.2% | -43.1% | -29.0% |
| All | +153.0% | +134.7% | +18.3% | +20.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling