-29.8%
DASH vs XHB
+30.4%
-60.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.7% | -1.5% | -1.8% |
| 7D | -4.1% | -2.4% | -1.6% | -2.2% |
| 30D | -10.6% | +7.1% | -17.7% | -15.0% |
| 3M | -18.8% | -6.0% | -12.8% | -14.5% |
| 6M | +11.2% | +2.1% | +9.1% | +8.5% |
| YTD | -23.8% | -0.6% | -23.2% | -26.0% |
| 1Y | -12.2% | -3.3% | -8.9% | -13.1% |
| 3Y | +97.3% | +34.1% | +63.2% | +16.6% |
| 5Y | -29.8% | +28.6% | -58.4% | -60.7% |
| All | -29.8% | +30.4% | -60.2% | -60.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling