+57.1%
DRI vs HBM
+522.1%
-465.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.8% | -7.6% | -2.2% |
| 7D | -1.2% | +7.4% | -8.6% | -1.7% |
| 30D | -0.4% | +5.1% | -5.5% | -0.8% |
| 3M | +9.5% | +11.1% | -1.6% | +8.5% |
| 6M | +6.5% | +30.2% | -23.8% | +3.5% |
| YTD | +18.4% | +46.2% | -27.8% | +13.4% |
| 1Y | +4.2% | +120.0% | -115.8% | -4.3% |
| 3Y | +57.1% | +527.4% | -470.3% | +28.5% |
| All | +57.1% | +522.1% | -465.0% | +28.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling