+5.8%
DASH vs BHP
+134.9%
-129.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.7% | -7.1% | -5.9% |
| 7D | -11.2% | +1.3% | -12.4% | -11.6% |
| 30D | -7.3% | +4.0% | -11.3% | -8.7% |
| 3M | +31.4% | +12.3% | +19.1% | +25.5% |
| 6M | +11.9% | +30.8% | -19.0% | -0.1% |
| YTD | -11.5% | +58.8% | -70.3% | -27.0% |
| 1Y | -20.0% | +76.8% | -96.9% | -36.9% |
| 3Y | +143.9% | +87.5% | +56.5% | +82.9% |
| 5Y | -0.2% | +123.9% | -124.1% | -28.3% |
| All | +5.8% | +134.9% | -129.1% | -28.8% |
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