+223.1%
HPE vs DASH
+108.9%
+114.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.1% |
| 7D | -9.7% | -2.8% | -7.0% | -9.1% |
| 30D | -34.8% | -9.3% | -25.5% | -33.5% |
| 3M | -12.1% | -15.1% | +2.9% | -9.4% |
| 6M | +53.7% | +8.7% | +45.0% | +46.5% |
| YTD | +101.9% | -21.3% | +123.2% | +112.7% |
| 1Y | +104.3% | -12.7% | +117.0% | +106.0% |
| 3Y | +223.1% | +103.8% | +119.3% | +160.0% |
| All | +223.1% | +108.9% | +114.1% | +160.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling