+23.0%
HYG vs DASH
-2.1%
+25.0%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.3% |
| 7D | +0.3% | -2.8% | +3.0% | +0.4% |
| 30D | +0.5% | -9.3% | +9.7% | +0.9% |
| 3M | -1.4% | -15.1% | +13.6% | -0.7% |
| 6M | -0.8% | +8.7% | -9.5% | -1.6% |
| YTD | +0.6% | -21.3% | +21.9% | +1.4% |
| 1Y | +1.6% | -12.7% | +14.2% | +1.7% |
| 3Y | +24.4% | +103.8% | -79.4% | +17.2% |
| 5Y | +17.9% | -16.8% | +34.7% | +9.7% |
| All | +23.0% | -2.1% | +25.0% | +14.1% |
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