+199.1%
HL vs DASH
-1.3%
+200.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | +8.9% | +0.4% | +8.6% | +8.9% |
| 30D | -10.1% | -6.0% | -4.0% | -9.2% |
| 3M | -7.0% | -15.8% | +8.7% | -4.6% |
| 6M | -18.8% | +7.0% | -25.7% | -20.1% |
| YTD | -23.1% | -20.7% | -2.5% | -21.1% |
| 1Y | +8.9% | -8.5% | +17.4% | +9.4% |
| 3Y | +255.0% | +101.8% | +153.2% | +213.3% |
| 5Y | +151.5% | -9.6% | +161.0% | +116.7% |
| All | +199.1% | -1.3% | +200.4% | +148.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling