-4.5%
DASH vs BHP
+111.6%
-116.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.7% | -3.0% | -0.6% |
| 7D | -4.8% | +3.5% | -8.3% | -5.8% |
| 30D | -7.9% | -4.5% | -3.4% | -6.5% |
| 3M | -16.3% | -6.4% | -10.0% | -14.7% |
| 6M | +10.4% | -0.1% | +10.4% | +8.9% |
| YTD | -20.1% | +43.0% | -63.1% | -31.8% |
| 1Y | -11.4% | +56.5% | -67.9% | -27.1% |
| 3Y | +114.1% | +62.0% | +52.0% | +68.7% |
| 5Y | -5.8% | +130.4% | -136.1% | -31.3% |
| All | -4.5% | +111.6% | -116.1% | -33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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