+26.7%
HYG vs DASH
+145.0%
-118.3%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.3% | +5.3% | +0.2% |
| 7D | 0.0% | -11.2% | +11.2% | +0.6% |
| 30D | -0.1% | -7.3% | +7.2% | +0.3% |
| 3M | +1.0% | +31.4% | -30.5% | -0.5% |
| 6M | +2.3% | +11.9% | -9.6% | +1.5% |
| YTD | +2.1% | -11.5% | +13.6% | +2.5% |
| 1Y | +3.8% | -20.0% | +23.8% | +4.7% |
| 3Y | +26.7% | +143.9% | -117.2% | +17.2% |
| All | +26.7% | +145.0% | -118.3% | +17.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling