+111.8%
HOOD vs DASH
-12.0%
+123.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -9.4% | -0.9% | -4.8% |
| 7D | -14.4% | +0.5% | -14.9% | -15.0% |
| 30D | -30.0% | -7.1% | -22.9% | -27.4% |
| 3M | -15.5% | -13.2% | -2.3% | -9.8% |
| 6M | +1.8% | +8.3% | -6.5% | -6.8% |
| YTD | -30.7% | -20.6% | -10.1% | -23.3% |
| 1Y | -45.0% | -24.4% | -20.6% | -38.0% |
| 3Y | +709.0% | +94.5% | +614.4% | +446.3% |
| 5Y | +111.8% | -9.4% | +121.2% | +72.8% |
| All | +111.8% | -12.0% | +123.8% | +72.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling