+367.0%
HPE vs DASH
-5.8%
+372.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.1% | -3.6% |
| 7D | +7.9% | -4.5% | +12.4% | +8.6% |
| 30D | -23.5% | -6.8% | -16.7% | -23.0% |
| 3M | -19.1% | -20.7% | +1.6% | -16.8% |
| 6M | +51.4% | +15.1% | +36.3% | +46.3% |
| YTD | +103.4% | -24.3% | +127.7% | +108.8% |
| 1Y | +114.4% | -12.1% | +126.5% | +114.4% |
| 3Y | +224.7% | +91.1% | +133.6% | +194.1% |
| 5Y | +277.8% | -30.3% | +308.0% | +235.7% |
| All | +367.0% | -5.8% | +372.8% | +301.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling