+327.1%
HPE vs DASH
-1.1%
+328.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -9.4% | -2.4% | -10.5% |
| 7D | -25.0% | +0.5% | -25.5% | -25.1% |
| 30D | -37.3% | -7.1% | -30.3% | -36.8% |
| 3M | -16.8% | -13.2% | -3.6% | -15.6% |
| 6M | +47.8% | +8.3% | +39.5% | +44.1% |
| YTD | +86.0% | -20.6% | +106.6% | +89.7% |
| 1Y | +89.6% | -24.4% | +114.0% | +93.9% |
| 3Y | +198.2% | +94.5% | +103.7% | +169.1% |
| 5Y | +227.1% | -9.4% | +236.6% | +186.1% |
| All | +327.1% | -1.1% | +328.2% | +264.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling