+359.8%
HPE vs DASH
-0.6%
+360.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.7% | +5.5% | +6.1% |
| 7D | -7.1% | -4.8% | -2.3% | -6.5% |
| 30D | -35.3% | -7.9% | -27.4% | -34.7% |
| 3M | -10.4% | -16.3% | +5.9% | -8.6% |
| 6M | +52.5% | +10.4% | +42.1% | +48.3% |
| YTD | +100.3% | -20.1% | +120.4% | +104.0% |
| 1Y | +106.4% | -11.4% | +117.8% | +106.4% |
| 3Y | +227.4% | +114.1% | +113.3% | +192.4% |
| 5Y | +250.6% | -5.8% | +256.3% | +206.0% |
| All | +359.8% | -0.6% | +360.3% | +292.4% |
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