+132.4%
HOOD vs DASH
-2.4%
+134.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.1% | +3.4% | +3.3% |
| 7D | -4.8% | +0.4% | -5.2% | -5.3% |
| 30D | -26.1% | -6.0% | -20.1% | -23.9% |
| 3M | -10.8% | -15.8% | +4.9% | -3.0% |
| 6M | +2.4% | +7.0% | -4.6% | -5.5% |
| YTD | -28.5% | -20.7% | -7.8% | -20.8% |
| 1Y | -36.3% | -8.5% | -27.8% | -35.7% |
| 3Y | +743.7% | +101.8% | +641.9% | +459.2% |
| 5Y | +118.6% | -9.6% | +128.2% | +92.4% |
| All | +132.4% | -2.4% | +134.7% | +84.2% |
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