+151.0%
HOOD vs DASH
+7.9%
+143.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +8.3% | -6.3% | -2.8% |
| 7D | -4.4% | +17.2% | -21.6% | -13.4% |
| 30D | -23.4% | +3.6% | -27.0% | -25.6% |
| 3M | -6.5% | -1.9% | -4.7% | -7.3% |
| 6M | +14.2% | +15.1% | -0.9% | +0.8% |
| YTD | -22.7% | -12.3% | -10.4% | -19.4% |
| 1Y | -36.1% | -17.2% | -18.9% | -31.8% |
| 3Y | +802.1% | +114.7% | +687.3% | +474.5% |
| 5Y | +135.8% | -4.3% | +140.1% | +99.7% |
| All | +151.0% | +7.9% | +143.1% | +87.4% |
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