-8.9%
DASH vs HWM
+786.8%
-795.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.0% |
| 7D | -4.1% | +11.1% | -15.2% | -8.6% |
| 30D | -10.6% | +3.0% | -13.6% | -12.4% |
| 3M | -18.8% | -20.7% | +1.9% | -10.8% |
| 6M | +11.2% | -17.2% | +28.4% | +18.8% |
| YTD | -23.8% | +9.1% | -32.9% | -30.7% |
| 1Y | -12.2% | +9.0% | -21.2% | -20.2% |
| 3Y | +97.3% | +353.8% | -256.5% | -23.8% |
| 5Y | -29.8% | +608.0% | -637.9% | -78.9% |
| All | -8.9% | +786.8% | -795.7% | -72.5% |
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