+51.3%
HD vs DASH
-5.2%
+56.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.3% | -0.5% |
| 7D | -0.5% | -4.1% | +3.6% | 0.0% |
| 30D | +18.5% | -10.6% | +29.1% | +20.1% |
| 3M | +2.2% | -18.8% | +20.9% | +4.6% |
| 6M | +13.8% | +11.2% | +2.6% | +12.0% |
| YTD | +3.4% | -23.8% | +27.2% | +5.9% |
| 1Y | -3.5% | -12.2% | +8.7% | -3.1% |
| 3Y | +29.0% | +97.3% | -68.3% | +15.7% |
| 5Y | +6.1% | -29.8% | +35.9% | -6.9% |
| All | +51.3% | -5.2% | +56.5% | +29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DASH.
Daily Out/Under-Performance
Portfolio return minus DASH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DASH 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 DASH 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