+7.4%
DASH vs HWM
+743.6%
-736.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.5% | -4.2% | -4.4% |
| 7D | -10.6% | -2.1% | -8.5% | -9.9% |
| 30D | +2.2% | -11.0% | +13.1% | +7.5% |
| 3M | +32.3% | +4.0% | +28.2% | +28.1% |
| 6M | +19.1% | -0.2% | +19.3% | +16.7% |
| YTD | -6.5% | +26.7% | -33.2% | -20.8% |
| 1Y | -14.9% | +44.7% | -59.6% | -33.6% |
| 3Y | +151.9% | +426.1% | -274.2% | -19.2% |
| All | +7.4% | +743.6% | -736.2% | -75.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling