+2.7%
HL vs DASH
-12.8%
+15.5%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.7% | +3.8% | +4.3% |
| 7D | +13.8% | -4.8% | +18.6% | +15.4% |
| 30D | -9.7% | -7.9% | -1.8% | -7.7% |
| 3M | -8.5% | -16.3% | +7.8% | -4.6% |
| 6M | -17.2% | +10.4% | -27.5% | -19.7% |
| YTD | -19.6% | -20.1% | +0.5% | -13.3% |
| All | +2.7% | -12.8% | +15.5% | +6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling