+276.9%
HL vs DASH
+105.6%
+171.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -5.6% | -10.2% | +4.7% | -2.9% |
| 30D | -16.2% | -8.2% | -7.9% | -14.4% |
| 3M | -20.5% | -15.9% | -4.6% | -17.3% |
| 6M | -31.7% | +13.3% | -45.0% | -34.1% |
| YTD | -26.4% | -21.3% | -5.1% | -23.0% |
| 1Y | -4.3% | -11.1% | +6.8% | -2.8% |
| All | +276.9% | +105.6% | +171.3% | +140.1% |
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