-5.9%
DASH vs XHB
+90.1%
-96.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | -10.2% | -4.1% | -6.1% | -7.1% |
| 30D | -8.2% | +9.6% | -17.8% | -14.2% |
| 3M | -15.9% | -6.0% | -9.9% | -11.6% |
| 6M | +13.3% | +2.2% | +11.1% | +10.6% |
| YTD | -21.3% | +1.1% | -22.4% | -24.5% |
| 1Y | -11.1% | -1.7% | -9.4% | -13.1% |
| 3Y | +103.8% | +36.5% | +67.3% | +25.4% |
| 5Y | -21.6% | +33.5% | -55.1% | -53.8% |
| All | -5.9% | +90.1% | -96.0% | -58.8% |
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