+212.7%
HL vs DASH
-0.6%
+213.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.7% | +3.8% | +4.4% |
| 7D | +13.8% | -4.8% | +18.6% | +14.8% |
| 30D | -9.7% | -7.9% | -1.8% | -8.6% |
| 3M | -8.5% | -16.3% | +7.8% | -6.1% |
| 6M | -17.2% | +10.4% | -27.5% | -18.9% |
| YTD | -19.6% | -20.1% | +0.5% | -17.6% |
| 1Y | +11.1% | -11.4% | +22.6% | +12.1% |
| 3Y | +299.7% | +114.1% | +185.6% | +250.0% |
| 5Y | +156.5% | -5.8% | +162.2% | +120.7% |
| All | +212.7% | -0.6% | +213.3% | +158.9% |
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