+101.8%
DASH vs HWM
+330.6%
-228.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.6% | -0.8% |
| 7D | +0.4% | +3.3% | -2.9% | -0.7% |
| 30D | -6.0% | -7.6% | +1.6% | -4.2% |
| 3M | -15.8% | -28.9% | +13.2% | -7.8% |
| 6M | +7.0% | -19.7% | +26.6% | +12.3% |
| YTD | -20.7% | +0.5% | -21.2% | -23.8% |
| 1Y | -8.5% | +0.3% | -8.8% | -12.1% |
| 3Y | +101.8% | +325.8% | -224.1% | +30.7% |
| All | +101.8% | +330.6% | -228.8% | +30.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling