+133.6%
HOOD vs DASH
-3.1%
+136.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -0.9% | -1.5% |
| 7D | -5.1% | -2.8% | -2.3% | -3.5% |
| 30D | -25.4% | -9.3% | -16.1% | -21.5% |
| 3M | -14.0% | -15.1% | +1.1% | -6.8% |
| 6M | +5.6% | +8.7% | -3.2% | -3.4% |
| YTD | -28.1% | -21.3% | -6.8% | -20.0% |
| 1Y | -40.1% | -12.7% | -27.5% | -37.9% |
| 3Y | +888.2% | +103.8% | +784.4% | +550.5% |
| 5Y | +135.8% | -16.8% | +152.6% | +111.0% |
| All | +133.6% | -3.1% | +136.7% | +86.0% |
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 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