+250.7%
HOOD vs DASH
+15.1%
+235.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.6% | +2.5% | +0.6% |
| 7D | +17.1% | -10.6% | +27.7% | +24.7% |
| 30D | +31.6% | +2.2% | +29.4% | +29.1% |
| 3M | +38.2% | +32.3% | +6.0% | +14.5% |
| 6M | +48.5% | +19.1% | +29.4% | +30.4% |
| YTD | +8.0% | -6.5% | +14.5% | +9.8% |
| 1Y | +18.7% | -14.9% | +33.5% | +26.6% |
| 3Y | +999.1% | +151.9% | +847.2% | +541.4% |
| 5Y | +181.7% | +9.4% | +172.2% | +122.1% |
| All | +250.7% | +15.1% | +235.6% | +155.3% |
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