-7.0%
DASH vs PHM
+175.2%
-182.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.8% | +0.9% |
| 7D | +0.4% | +6.2% | -5.8% | -2.5% |
| 30D | -6.0% | +17.9% | -24.0% | -13.6% |
| 3M | -15.8% | +2.5% | -18.2% | -16.9% |
| 6M | +7.0% | +10.8% | -3.8% | +0.8% |
| YTD | -20.7% | +13.7% | -34.4% | -27.9% |
| 1Y | -8.5% | +12.4% | -20.9% | -16.8% |
| 3Y | +101.8% | +65.6% | +36.1% | +22.1% |
| All | -7.0% | +175.2% | -182.2% | -66.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling