-5.1%
DASH vs HWM
+697.9%
-703.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -5.9% | -3.5% | -6.7% |
| 7D | +0.5% | -2.4% | +3.0% | +1.4% |
| 30D | -7.1% | -13.3% | +6.2% | -1.5% |
| 3M | -13.2% | -31.0% | +17.8% | +1.6% |
| 6M | +8.3% | -17.1% | +25.4% | +15.2% |
| YTD | -20.6% | -1.9% | -18.7% | -24.1% |
| 1Y | -24.4% | -2.4% | -22.0% | -27.7% |
| 3Y | +94.5% | +322.2% | -227.7% | -22.9% |
| 5Y | -9.4% | +509.8% | -519.3% | -71.2% |
| All | -5.1% | +697.9% | -703.0% | -69.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling