+11.7%
DASH vs PHM
+209.7%
-198.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.1% | -4.7% | -4.7% |
| 7D | -10.6% | -3.2% | -7.4% | -9.1% |
| 30D | +2.2% | -6.4% | +8.6% | +5.4% |
| 3M | +32.3% | +5.5% | +26.8% | +28.4% |
| 6M | +19.1% | -5.4% | +24.6% | +21.2% |
| YTD | -6.5% | +6.6% | -13.1% | -11.6% |
| 1Y | -14.9% | -8.8% | -6.1% | -13.4% |
| 3Y | +151.9% | +54.1% | +97.8% | +69.6% |
| 5Y | +9.4% | +144.5% | -135.0% | -51.0% |
| All | +11.7% | +209.7% | -198.0% | -54.2% |
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