+190.0%
HL vs DASH
-2.1%
+192.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -1.5% | -5.8% | -7.0% |
| 7D | +8.2% | -2.8% | +10.9% | +8.8% |
| 30D | -16.3% | -9.3% | -7.0% | -15.0% |
| 3M | -18.6% | -15.1% | -3.5% | -16.5% |
| 6M | -23.2% | +8.7% | -31.9% | -24.6% |
| YTD | -25.5% | -21.3% | -4.2% | -23.4% |
| 1Y | -4.8% | -12.7% | +7.9% | -3.7% |
| 3Y | +281.4% | +103.8% | +177.6% | +236.4% |
| 5Y | +137.8% | -16.8% | +154.6% | +105.2% |
| All | +190.0% | -2.1% | +192.1% | +140.8% |
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