+386.0%
HPE vs DASH
-2.1%
+388.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | 0.0% | +4.8% | +4.8% |
| 7D | +0.3% | -10.2% | +10.6% | +1.9% |
| 30D | -28.6% | -8.2% | -20.3% | -27.9% |
| 3M | -7.4% | -15.9% | +8.6% | -5.5% |
| 6M | +63.7% | +13.3% | +50.4% | +58.5% |
| YTD | +111.7% | -21.3% | +133.0% | +116.1% |
| 1Y | +123.5% | -11.1% | +134.6% | +123.3% |
| 3Y | +238.7% | +103.8% | +134.9% | +204.2% |
| 5Y | +261.0% | -21.6% | +282.6% | +218.3% |
| All | +386.0% | -2.1% | +388.0% | +315.6% |
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