-9.4%
DASH vs PH
+187.9%
-197.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -2.0% | -7.4% | -8.1% |
| 7D | +0.5% | -3.9% | +4.4% | +3.0% |
| 30D | -7.1% | -9.4% | +2.3% | -1.4% |
| 3M | -13.2% | -10.3% | -2.9% | -7.6% |
| 6M | +8.3% | +2.7% | +5.6% | +4.0% |
| YTD | -20.6% | +2.1% | -22.7% | -24.8% |
| 1Y | -24.4% | +16.2% | -40.6% | -36.6% |
| 3Y | +94.5% | +129.3% | -34.7% | -15.1% |
| 5Y | -9.4% | +191.7% | -201.2% | -71.6% |
| All | -9.4% | +187.9% | -197.3% | -71.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling