+401.7%
HL vs DASH
+152.1%
+249.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.6% | +2.1% | -1.5% |
| 7D | +1.5% | -10.6% | +12.0% | +3.8% |
| 30D | +25.1% | +2.2% | +22.9% | +24.4% |
| 3M | +22.9% | +32.3% | -9.4% | +15.5% |
| 6M | -4.9% | +19.1% | -24.0% | -9.1% |
| YTD | +7.8% | -6.5% | +14.3% | +8.1% |
| 1Y | +133.9% | -14.9% | +148.8% | +137.6% |
| All | +401.7% | +152.1% | +249.6% | +296.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling