-5.9%
DASH vs PHM
+225.8%
-231.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.9% | +2.4% | +0.4% |
| 7D | -2.8% | +2.9% | -5.7% | -4.1% |
| 30D | -9.3% | +16.5% | -25.8% | -15.7% |
| 3M | -15.1% | +0.6% | -15.7% | -15.4% |
| 6M | +8.7% | +11.6% | -2.8% | +2.6% |
| YTD | -21.3% | +12.1% | -33.4% | -27.5% |
| 1Y | -12.7% | +9.6% | -22.3% | -19.0% |
| 3Y | +103.8% | +62.3% | +41.5% | +34.0% |
| 5Y | -16.8% | +170.4% | -187.2% | -64.1% |
| All | -5.9% | +225.8% | -231.7% | -62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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