+52.1%
HD vs DASH
-1.1%
+53.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -9.4% | +7.9% | -0.4% |
| 7D | +6.4% | +0.5% | +5.9% | +6.3% |
| 30D | +22.1% | -7.1% | +29.1% | +23.1% |
| 3M | -0.2% | -13.2% | +13.0% | +1.4% |
| 6M | +12.6% | +8.3% | +4.3% | +11.1% |
| YTD | +3.9% | -20.6% | +24.5% | +5.8% |
| 1Y | -3.7% | -24.4% | +20.7% | -1.7% |
| 3Y | +27.9% | +94.5% | -66.7% | +14.8% |
| 5Y | +7.8% | -9.4% | +17.3% | -6.3% |
| All | +52.1% | -1.1% | +53.2% | +29.7% |
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