+4.8%
DASH vs PH
+255.8%
-251.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -3.7% | +12.0% | +10.6% |
| 7D | +17.2% | -0.2% | +17.4% | +17.0% |
| 30D | +3.6% | -6.7% | +10.3% | +7.3% |
| 3M | -1.9% | -8.1% | +6.3% | +2.4% |
| 6M | +15.1% | +5.3% | +9.7% | +9.2% |
| YTD | -12.3% | +4.2% | -16.5% | -17.5% |
| 1Y | -17.2% | +19.3% | -36.6% | -30.6% |
| 3Y | +114.7% | +133.9% | -19.2% | +4.6% |
| 5Y | -4.3% | +197.7% | -202.0% | -64.3% |
| All | +4.8% | +255.8% | -251.0% | -58.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling