+116.4%
HPE vs DASH
-16.7%
+133.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +8.3% | -14.0% | -5.3% |
| 7D | -17.0% | +17.2% | -34.1% | -16.6% |
| 30D | -26.7% | +3.6% | -30.3% | -26.2% |
| 3M | -4.1% | -1.9% | -2.3% | -3.5% |
| 6M | +75.4% | +15.1% | +60.3% | +74.6% |
| YTD | +111.0% | -12.3% | +123.3% | +115.0% |
| 1Y | +116.4% | -17.2% | +133.7% | +121.3% |
| All | +116.4% | -16.7% | +133.1% | +121.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DASH.
Daily Out/Under-Performance
Portfolio return minus DASH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DASH 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 1y: compounded portfolio wealth divided by compounded DASH 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…
1y analysis · Full analysis span regression · 6 months rolling