-9.5%
DASH vs PHM
+216.8%
-226.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.7% |
| 7D | -4.5% | -4.1% | -0.4% | -2.6% |
| 30D | -6.8% | +16.1% | -22.9% | -13.3% |
| 3M | -20.7% | -2.5% | -18.2% | -19.8% |
| 6M | +15.1% | +12.9% | +2.1% | +7.9% |
| YTD | -24.3% | +9.0% | -33.3% | -29.2% |
| 1Y | -12.1% | +8.2% | -20.3% | -18.0% |
| 3Y | +91.1% | +58.4% | +32.6% | +27.0% |
| 5Y | -30.3% | +159.2% | -189.5% | -69.4% |
| All | -9.5% | +216.8% | -226.3% | -63.4% |
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