+66.6%
DRI vs HBM
+392.2%
-325.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.6% |
| 7D | -4.8% | +5.5% | -10.3% | -5.4% |
| 30D | -3.9% | +3.3% | -7.2% | -4.4% |
| 3M | +5.1% | +12.7% | -7.6% | +3.3% |
| 6M | +5.5% | +28.2% | -22.7% | +1.3% |
| YTD | +16.5% | +45.3% | -28.8% | +9.4% |
| 1Y | +2.0% | +121.7% | -119.7% | -9.5% |
| 3Y | +54.5% | +523.5% | -469.0% | +15.1% |
| 5Y | +66.6% | +393.9% | -327.3% | +25.4% |
| All | +66.6% | +392.2% | -325.6% | +25.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling