-4.5%
DASH vs HWM
+759.5%
-764.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.1% | -4.3% | -1.6% |
| 7D | -4.8% | +1.6% | -6.4% | -5.8% |
| 30D | -7.9% | -3.9% | -4.0% | -6.8% |
| 3M | -16.3% | -23.2% | +6.9% | -6.7% |
| 6M | +10.4% | -20.0% | +30.4% | +19.8% |
| YTD | -20.1% | +5.7% | -25.8% | -26.3% |
| 1Y | -11.4% | +4.9% | -16.3% | -18.0% |
| 3Y | +114.1% | +347.0% | -232.9% | -17.0% |
| 5Y | -5.8% | +563.0% | -568.8% | -71.1% |
| All | -4.5% | +759.5% | -764.0% | -70.7% |
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