+401.6%
HPE vs DASH
+16.3%
+385.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.6% | +0.1% | -3.8% |
| 7D | -0.6% | -10.6% | +10.0% | +1.1% |
| 30D | -2.3% | +2.2% | -4.4% | -2.7% |
| 3M | -2.9% | +32.3% | -35.1% | -7.3% |
| 6M | +143.6% | +19.1% | +124.4% | +134.9% |
| YTD | +118.5% | -6.5% | +125.0% | +118.6% |
| 1Y | +129.2% | -14.9% | +144.1% | +131.7% |
| 3Y | +212.5% | +151.9% | +60.6% | +173.3% |
| 5Y | +286.9% | +9.4% | +277.5% | +231.5% |
| All | +401.6% | +16.3% | +385.3% | +320.5% |
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