-4.5%
DASH vs XHB
+95.3%
-99.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.6% | -2.9% | -2.1% |
| 7D | -4.8% | +1.3% | -6.1% | -5.5% |
| 30D | -7.9% | +11.8% | -19.7% | -15.3% |
| 3M | -16.3% | -3.8% | -12.5% | -13.6% |
| 6M | +10.4% | +4.1% | +6.3% | +6.2% |
| YTD | -20.1% | +4.0% | -24.1% | -25.0% |
| 1Y | -11.4% | +1.6% | -13.0% | -15.6% |
| 3Y | +114.1% | +43.2% | +70.9% | +25.9% |
| 5Y | -5.8% | +35.8% | -41.6% | -45.3% |
| All | -4.5% | +95.3% | -99.9% | -59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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