+363.5%
HPE vs DASH
-2.1%
+365.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.0% |
| 7D | -9.7% | -2.8% | -7.0% | -9.4% |
| 30D | -34.8% | -9.3% | -25.5% | -34.0% |
| 3M | -12.1% | -15.1% | +2.9% | -10.5% |
| 6M | +53.7% | +8.7% | +45.0% | +49.9% |
| YTD | +101.9% | -21.3% | +123.2% | +106.1% |
| 1Y | +104.3% | -12.7% | +117.0% | +104.7% |
| 3Y | +223.1% | +103.8% | +119.3% | +190.2% |
| 5Y | +249.2% | -16.8% | +266.0% | +206.9% |
| All | +363.5% | -2.1% | +365.6% | +296.4% |
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