+315.2%
HL vs DASH
+10.1%
+305.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.3% | +4.3% | -0.2% |
| 7D | +7.1% | -11.2% | +18.2% | +9.0% |
| 30D | +21.4% | -7.3% | +28.8% | +22.8% |
| 3M | +37.4% | +31.4% | +6.0% | +31.4% |
| 6M | +0.4% | +11.9% | -11.5% | -2.0% |
| YTD | +6.7% | -11.5% | +18.2% | +7.7% |
| 1Y | +102.4% | -20.0% | +122.4% | +106.1% |
| 3Y | +417.4% | +143.9% | +273.5% | +343.1% |
| 5Y | +243.3% | -0.2% | +243.6% | +190.7% |
| All | +315.2% | +10.1% | +305.1% | +238.5% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling