-5.1%
DASH vs PHM
+237.1%
-242.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -0.6% | -8.8% | -9.1% |
| 7D | +0.5% | +8.7% | -8.2% | -3.3% |
| 30D | -7.1% | +16.4% | -23.5% | -13.6% |
| 3M | -13.2% | +1.8% | -15.0% | -14.1% |
| 6M | +8.3% | +15.1% | -6.8% | +0.6% |
| YTD | -20.6% | +16.0% | -36.6% | -28.0% |
| 1Y | -24.4% | +14.1% | -38.5% | -31.2% |
| 3Y | +94.5% | +65.9% | +28.6% | +27.0% |
| 5Y | -9.4% | +180.9% | -190.3% | -61.6% |
| All | -5.1% | +237.1% | -242.2% | -62.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling