-7.0%
DASH vs PH
+197.3%
-204.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.9% | -3.0% | -2.0% |
| 7D | +0.4% | +2.0% | -1.6% | -1.2% |
| 30D | -6.0% | -3.7% | -2.4% | -4.3% |
| 3M | -15.8% | -14.0% | -1.7% | -7.4% |
| 6M | +7.0% | +2.1% | +4.9% | +3.3% |
| YTD | -20.7% | +5.1% | -25.7% | -26.4% |
| 1Y | -8.5% | +10.9% | -19.5% | -18.9% |
| 3Y | +101.8% | +132.9% | -31.2% | -12.7% |
| All | -7.0% | +197.3% | -204.2% | -71.1% |
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