-5.2%
DASH vs HWM
+717.4%
-722.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.6% | -1.2% |
| 7D | +0.4% | +3.3% | -2.9% | -1.3% |
| 30D | -6.0% | -7.6% | +1.6% | -3.2% |
| 3M | -15.8% | -28.9% | +13.2% | -2.7% |
| 6M | +7.0% | -19.7% | +26.6% | +15.6% |
| YTD | -20.7% | +0.5% | -21.2% | -25.1% |
| 1Y | -8.5% | +0.3% | -8.8% | -13.6% |
| 3Y | +101.8% | +325.8% | -224.1% | -20.0% |
| 5Y | -9.6% | +524.7% | -534.3% | -71.5% |
| All | -5.2% | +717.4% | -722.6% | -70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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