+338.1%
DRI vs HBM
+622.7%
-284.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -7.5% | +6.6% | +0.4% |
| 7D | -4.8% | -3.7% | -1.1% | -4.3% |
| 30D | -5.2% | -3.7% | -1.5% | -4.9% |
| 3M | +2.7% | +8.0% | -5.3% | +0.4% |
| 6M | +3.6% | +15.8% | -12.2% | -1.4% |
| YTD | +15.4% | +34.4% | -19.0% | +5.9% |
| 1Y | +1.3% | +98.2% | -96.9% | -14.2% |
| 3Y | +53.1% | +476.6% | -423.5% | +0.3% |
| 5Y | +64.6% | +331.1% | -266.5% | +7.8% |
| All | +338.1% | +622.7% | -284.6% | +92.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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