+232.1%
HPE vs DASH
-9.9%
+242.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | -18.7% | +0.4% | -19.1% | -18.9% |
| 30D | -37.9% | -6.0% | -31.8% | -37.4% |
| 3M | -14.4% | -15.8% | +1.4% | -12.4% |
| 6M | +48.2% | +7.0% | +41.3% | +44.1% |
| YTD | +88.6% | -20.7% | +109.3% | +93.1% |
| 1Y | +94.8% | -8.5% | +103.3% | +93.4% |
| 3Y | +202.7% | +101.8% | +100.9% | +165.1% |
| All | +232.1% | -9.9% | +242.0% | +166.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling